+234.5%
PEP vs EPAM
+1,105.1%
-870.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +20.6% | -20.4% | -1.8% |
| 7D | +6.7% | +23.0% | -16.3% | +4.3% |
| 30D | +13.5% | +51.6% | -38.1% | +8.8% |
| 3M | +3.9% | +50.8% | -46.9% | -0.6% |
| 6M | -6.0% | +51.1% | -57.1% | -10.5% |
| YTD | +2.5% | -19.1% | +21.6% | +3.0% |
| 1Y | +3.9% | +3.0% | +1.0% | +1.8% |
| 3Y | -4.7% | -31.2% | +26.5% | -4.6% |
| 5Y | +1.1% | -76.5% | +77.6% | +10.1% |
| 10Y | +83.8% | +168.4% | -84.6% | +47.1% |
| All | +234.5% | +1,105.1% | -870.6% | +147.8% |
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