+15.5%
PH vs EPAM
-7.6%
+23.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.7% | -3.8% | +1.5% |
| 7D | +2.1% | +18.8% | -16.7% | +4.6% |
| 30D | +0.3% | +44.9% | -44.7% | +5.3% |
| 3M | -8.8% | +68.6% | -77.4% | -2.2% |
| 6M | +10.0% | +65.4% | -55.4% | +18.3% |
| YTD | +10.5% | -19.9% | +30.4% | +15.8% |
| 1Y | +15.5% | -10.0% | +25.5% | +19.8% |
| All | +15.5% | -7.6% | +23.2% | +19.8% |
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