-2.5%
PFE vs EPAM
-54.6%
+52.1%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +9.6% |
| 6M | +10.5% | -16.9% | +27.5% | +12.2% |
| YTD | +20.2% | -42.9% | +63.0% | +27.1% |
| 1Y | +24.1% | -30.4% | +54.4% | +28.0% |
| All | -2.5% | -54.6% | +52.1% | -0.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling