+164.0%
PAYX vs EPAM
+74.2%
+89.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.0% | -2.4% | -0.1% |
| 7D | -4.9% | +0.7% | -5.6% | -5.0% |
| 30D | -3.8% | +17.6% | -21.4% | -7.2% |
| 3M | +17.9% | +27.1% | -9.2% | +10.8% |
| 6M | +26.1% | -17.0% | +43.0% | +29.9% |
| YTD | +6.7% | -42.4% | +49.2% | +18.3% |
| 1Y | -10.7% | -25.3% | +14.6% | -6.8% |
| 3Y | +7.0% | -55.7% | +62.7% | +20.3% |
| 5Y | +22.6% | -81.2% | +103.8% | +60.3% |
| All | +164.0% | +74.2% | +89.8% | +53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EPAM.
Daily Out/Under-Performance
Portfolio return minus EPAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EPAM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EPAM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling