+83.1%
PSX vs EPAM
-4.9%
+88.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.3% | -0.4% |
| 7D | -13.1% | +13.4% | -26.5% | -13.5% |
| 30D | -9.5% | +47.1% | -56.6% | -11.6% |
| 3M | +20.2% | +71.2% | -51.0% | +16.2% |
| 6M | +44.9% | +48.9% | -4.0% | +39.8% |
| YTD | +94.4% | -22.2% | +116.6% | +90.3% |
| 1Y | +83.1% | -5.2% | +88.2% | +74.2% |
| All | +83.1% | -4.9% | +88.0% | +74.2% |
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 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