+175.8%
PFE vs EPAM
+1,105.1%
-929.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +20.6% | -23.6% | -5.2% |
| 7D | -0.2% | +23.0% | -23.2% | -2.8% |
| 30D | +8.7% | +51.6% | -42.9% | +3.3% |
| 3M | +15.8% | +50.8% | -35.0% | +9.8% |
| 6M | +16.8% | +51.1% | -34.3% | +10.3% |
| YTD | +26.2% | -19.1% | +45.3% | +27.3% |
| 1Y | +29.9% | +3.0% | +27.0% | +27.5% |
| 3Y | +15.9% | -31.2% | +47.1% | +16.6% |
| 5Y | -20.6% | -76.5% | +55.9% | -13.4% |
| 10Y | +65.4% | +168.4% | -103.1% | +24.0% |
| All | +175.8% | +1,105.1% | -929.3% | +83.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling