+14.5%
PH vs EPAM
-11.8%
+26.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.6% | +5.8% | +4.0% |
| 7D | +3.0% | +9.1% | -6.0% | +4.4% |
| 30D | -0.6% | +38.5% | -39.1% | +3.8% |
| 3M | -10.7% | +61.0% | -71.7% | -4.8% |
| 6M | +9.1% | +58.0% | -49.0% | +16.6% |
| YTD | +9.5% | -23.5% | +33.0% | +14.1% |
| All | +14.5% | -11.8% | +26.2% | +18.1% |
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