+180.9%
PAYX vs EPAM
+157.4%
+23.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | -1.2% | +2.4% | -3.6% | -1.7% |
| 30D | +7.8% | +42.3% | -34.5% | -0.9% |
| 3M | -6.8% | +60.7% | -67.5% | -16.8% |
| 6M | +31.3% | +80.5% | -49.2% | +13.3% |
| YTD | +7.7% | -20.4% | +28.1% | +10.3% |
| 1Y | +8.1% | -9.6% | +17.7% | +7.6% |
| 3Y | +12.2% | -30.5% | +42.7% | +13.4% |
| 5Y | +8.9% | -75.7% | +84.6% | +36.1% |
| All | +180.9% | +157.4% | +23.5% | +47.3% |
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