+1,681.1%
PLTR vs EPAM
-52.3%
+1,733.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.6% | +7.1% | +6.0% |
| 7D | -5.1% | +9.1% | -14.2% | -9.4% |
| 30D | -19.1% | +38.5% | -57.5% | -29.4% |
| 3M | -1.6% | +61.0% | -62.6% | -19.0% |
| 6M | +22.8% | +58.0% | -35.3% | +0.7% |
| YTD | -4.8% | -23.5% | +18.6% | -0.8% |
| 1Y | -4.9% | -10.5% | +5.6% | -6.3% |
| 3Y | +826.1% | -33.8% | +859.9% | +865.5% |
| 5Y | +597.7% | -78.1% | +675.9% | +892.9% |
| All | +1,681.1% | -52.3% | +1,733.3% | +2,124.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling