+91.3%
PEP vs EPAM
+158.4%
-67.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.2% |
| 7D | -0.3% | -1.1% | +0.8% | -0.2% |
| 30D | +11.8% | +41.8% | -30.1% | +7.4% |
| 3M | +3.7% | +63.4% | -59.7% | -2.0% |
| 6M | -4.3% | +72.2% | -76.5% | -10.5% |
| YTD | +2.1% | -20.0% | +22.2% | +2.8% |
| 1Y | +2.5% | -9.0% | +11.6% | +1.7% |
| 3Y | -5.0% | -30.4% | +25.4% | -5.2% |
| 5Y | +2.9% | -75.6% | +78.5% | +16.2% |
| All | +91.3% | +158.4% | -67.2% | +33.6% |
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