+3.5%
PEP vs EPAM
-11.8%
+15.3%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +1.9% | +0.5% |
| 7D | +1.0% | +9.1% | -8.0% | +0.6% |
| 30D | +12.6% | +38.5% | -25.9% | +11.0% |
| 3M | +3.1% | +61.0% | -57.8% | +1.2% |
| 6M | -6.3% | +58.0% | -64.3% | -9.0% |
| YTD | +1.9% | -23.5% | +25.3% | -7.8% |
| All | +3.5% | -11.8% | +15.3% | -2.0% |
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