+8.5%
PAYX vs EPAM
-75.8%
+84.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.3% |
| 7D | -3.6% | -1.1% | -2.5% | -3.5% |
| 30D | +9.5% | +41.8% | -32.3% | +3.4% |
| 3M | -3.3% | +63.4% | -66.7% | -10.7% |
| 6M | +27.1% | +72.2% | -45.1% | +15.9% |
| YTD | +7.3% | -20.0% | +27.3% | +8.0% |
| 1Y | +8.3% | -9.0% | +17.4% | +7.3% |
| 3Y | +11.6% | -30.4% | +42.0% | +11.5% |
| 5Y | +8.5% | -75.6% | +84.1% | +19.9% |
| All | +8.5% | -75.8% | +84.2% | +19.9% |
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 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