+20.4%
PAYX vs EPAM
-81.8%
+102.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.3% | -1.8% |
| 7D | -7.5% | -2.2% | -5.3% | -7.1% |
| 30D | -5.3% | +17.8% | -23.1% | -7.6% |
| 3M | +15.6% | +19.9% | -4.3% | +11.9% |
| 6M | +19.5% | -21.6% | +41.1% | +22.5% |
| YTD | +5.8% | -44.0% | +49.8% | +13.0% |
| 1Y | -10.9% | -30.5% | +19.6% | -7.5% |
| 3Y | +5.4% | -56.8% | +62.2% | +13.3% |
| 5Y | +20.4% | -81.7% | +102.1% | +40.3% |
| All | +20.4% | -81.8% | +102.2% | +40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling