-23.8%
PFE vs EPAM
-75.7%
+52.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | -1.7% | +2.4% | -4.1% | -1.9% |
| 30D | +0.3% | +42.3% | -42.0% | -2.4% |
| 3M | +9.4% | +60.7% | -51.3% | +5.4% |
| 6M | +14.9% | +80.5% | -65.6% | +9.3% |
| YTD | +23.8% | -20.4% | +44.2% | +24.5% |
| 1Y | +19.5% | -9.6% | +29.1% | +19.2% |
| 3Y | +21.0% | -30.5% | +51.5% | +20.9% |
| All | -23.8% | -75.7% | +52.0% | -27.0% |
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