+165.8%
PM vs EPAM
-77.4%
+243.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.9% | +2.1% | -1.7% |
| 7D | -5.2% | +13.4% | -18.6% | -5.7% |
| 30D | +2.7% | +47.1% | -44.4% | +1.1% |
| 3M | +5.2% | +71.2% | -65.9% | +3.0% |
| 6M | +17.0% | +48.9% | -31.9% | +14.9% |
| YTD | +25.5% | -22.2% | +47.7% | +26.4% |
| 1Y | +35.5% | -5.2% | +40.7% | +35.2% |
| 3Y | +143.9% | -34.9% | +178.9% | +146.1% |
| All | +165.8% | -77.4% | +243.3% | +159.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling