+50.7%
PFE vs EPAM
+165.6%
-114.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.4% |
| 7D | -3.0% | +18.5% | -21.5% | -5.1% |
| 30D | +5.2% | +44.0% | -38.8% | +0.5% |
| 3M | +12.2% | +63.0% | -50.7% | +5.5% |
| 6M | +17.8% | +67.3% | -49.5% | +9.6% |
| YTD | +26.2% | -20.5% | +46.7% | +27.7% |
| 1Y | +23.2% | -9.6% | +32.8% | +22.7% |
| 3Y | +21.3% | -30.8% | +52.1% | +21.9% |
| 5Y | -23.1% | -75.6% | +52.5% | -14.6% |
| 10Y | +50.7% | +159.6% | -108.8% | -2.4% |
| All | +50.7% | +165.6% | -114.9% | -2.4% |
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