+21.5%
PFE vs EPAM
-9.8%
+31.3%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.4% |
| 7D | -3.0% | +18.5% | -21.5% | -4.4% |
| 30D | +5.2% | +44.0% | -38.8% | +1.4% |
| 3M | +12.2% | +63.0% | -50.7% | +6.4% |
| 6M | +17.8% | +67.3% | -49.5% | +10.2% |
| YTD | +26.2% | -20.5% | +46.7% | +31.4% |
| All | +21.5% | -9.8% | +31.3% | +18.6% |
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