-10.7%
PAYX vs EPAM
-24.0%
+13.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.0% | -2.4% | -0.3% |
| 7D | -4.9% | +0.7% | -5.6% | -5.0% |
| 30D | -3.8% | +17.6% | -21.4% | -7.9% |
| 3M | +17.9% | +27.1% | -9.2% | +8.6% |
| 6M | +26.1% | -17.0% | +43.0% | +29.5% |
| YTD | +6.7% | -42.4% | +49.2% | +17.8% |
| 1Y | -10.7% | -25.3% | +14.6% | -3.9% |
| All | -10.7% | -24.0% | +13.2% | -3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling