-20.6%
PFE vs EPAM
-77.2%
+56.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +20.6% | -23.6% | -4.3% |
| 7D | -0.2% | +23.0% | -23.2% | -1.8% |
| 30D | +8.7% | +51.6% | -42.9% | +5.3% |
| 3M | +15.8% | +50.8% | -35.0% | +12.0% |
| 6M | +16.8% | +51.1% | -34.3% | +12.7% |
| YTD | +26.2% | -19.1% | +45.3% | +26.8% |
| 1Y | +29.9% | +3.0% | +27.0% | +28.5% |
| 3Y | +15.9% | -31.2% | +47.1% | +15.8% |
| 5Y | -20.6% | -76.5% | +55.9% | -28.3% |
| All | -20.6% | -77.2% | +56.5% | -28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling