+35.8%
PFE vs EPAM
+65.3%
-29.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.1% | -1.0% |
| 7D | +1.8% | +2.0% | -0.2% | +1.5% |
| 30D | +10.2% | +6.5% | +3.7% | +9.1% |
| 3M | +12.7% | +19.9% | -7.2% | +9.7% |
| 6M | +10.5% | -16.9% | +27.5% | +12.2% |
| YTD | +20.2% | -42.9% | +63.0% | +26.9% |
| 1Y | +24.1% | -30.4% | +54.4% | +27.8% |
| 3Y | -3.6% | -54.7% | +51.2% | +2.3% |
| 5Y | -20.9% | -81.8% | +60.9% | -9.4% |
| All | +35.8% | +65.3% | -29.5% | -8.3% |
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