+159.0%
PM vs EPAM
-76.7%
+235.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.7% | -4.1% | +0.4% |
| 7D | -6.6% | +18.8% | -25.4% | -7.2% |
| 30D | -3.4% | +44.9% | -48.4% | -4.8% |
| 3M | +5.3% | +68.6% | -63.2% | +3.1% |
| 6M | +15.5% | +65.4% | -49.9% | +13.0% |
| YTD | +24.3% | -19.9% | +44.1% | +25.1% |
| 1Y | +29.7% | -10.0% | +39.7% | +29.8% |
| 3Y | +144.9% | -30.3% | +175.2% | +146.2% |
| 5Y | +159.0% | -75.7% | +234.7% | +155.2% |
| All | +159.0% | -76.7% | +235.7% | +155.2% |
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