+515.3%
PAYX vs EPAM
+751.2%
-235.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.4% | -0.3% | -2.2% |
| 7D | -4.2% | +2.0% | -6.1% | -4.6% |
| 30D | +2.9% | +6.5% | -3.6% | +1.2% |
| 3M | +23.6% | +19.9% | +3.7% | +18.3% |
| 6M | +30.0% | -16.9% | +47.0% | +33.5% |
| YTD | +12.2% | -42.9% | +55.1% | +23.1% |
| 1Y | -7.5% | -30.4% | +22.9% | -2.5% |
| 3Y | +10.1% | -54.7% | +64.9% | +21.8% |
| 5Y | +25.1% | -81.8% | +106.9% | +54.9% |
| 10Y | +171.7% | +65.5% | +106.3% | +109.2% |
| All | +515.3% | +751.2% | -235.9% | +302.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling