+60.6%
PFE vs EPAM
+170.1%
-109.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.9% | +2.2% | -1.2% |
| 7D | -3.7% | +13.4% | -17.1% | -5.3% |
| 30D | +5.0% | +47.1% | -42.1% | 0.0% |
| 3M | +12.2% | +71.2% | -59.0% | +4.8% |
| 6M | +14.6% | +48.9% | -34.4% | +8.1% |
| YTD | +24.1% | -22.2% | +46.4% | +25.9% |
| 1Y | +26.6% | -5.2% | +31.7% | +25.3% |
| 3Y | +14.3% | -34.9% | +49.3% | +15.7% |
| 5Y | -21.9% | -77.4% | +55.5% | -12.1% |
| All | +60.6% | +170.1% | -109.5% | +5.1% |
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