+279.8%
PSX vs EPAM
-76.5%
+356.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +20.6% | -25.5% | -6.5% |
| 7D | -9.7% | +23.0% | -32.7% | -11.4% |
| 30D | -8.4% | +51.6% | -60.0% | -11.8% |
| 3M | +22.6% | +50.8% | -28.2% | +17.9% |
| 6M | +38.8% | +51.1% | -12.4% | +32.9% |
| YTD | +95.5% | -19.1% | +114.6% | +96.6% |
| 1Y | +87.1% | +3.0% | +84.1% | +84.2% |
| 3Y | +133.5% | -31.2% | +164.7% | +132.6% |
| All | +279.8% | -76.5% | +356.3% | +285.9% |
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