+12.8%
PH vs EPAM
-9.2%
+22.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.2% | -1.5% |
| 7D | +7.4% | -1.1% | +8.5% | +7.2% |
| 30D | +0.5% | +41.8% | -41.4% | +5.2% |
| 3M | -10.2% | +63.4% | -73.6% | -4.1% |
| 6M | +8.9% | +72.2% | -63.3% | +17.2% |
| YTD | +9.7% | -20.0% | +29.7% | +14.8% |
| 1Y | +12.8% | -9.0% | +21.9% | +13.3% |
| All | +12.8% | -9.2% | +22.1% | +13.3% |
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 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