+29.7%
PM vs EPAM
-7.6%
+37.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.7% | -4.1% | +0.8% |
| 7D | -6.6% | +18.8% | -25.4% | -5.7% |
| 30D | -3.4% | +44.9% | -48.4% | -2.0% |
| 3M | +5.3% | +68.6% | -63.2% | +7.2% |
| 6M | +15.5% | +65.4% | -49.9% | +17.1% |
| YTD | +24.3% | -19.9% | +44.1% | +24.2% |
| 1Y | +29.7% | -10.0% | +39.7% | +31.4% |
| All | +29.7% | -7.6% | +37.3% | +31.4% |
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 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