+298.3%
PSX vs EPAM
-76.2%
+374.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.8% | +4.0% | +3.2% |
| 7D | -0.4% | +18.5% | -18.9% | -1.9% |
| 30D | -8.1% | +44.0% | -52.1% | -11.1% |
| 3M | +15.9% | +63.0% | -47.1% | +10.9% |
| 6M | +49.4% | +67.3% | -17.9% | +41.8% |
| YTD | +104.7% | -20.5% | +125.2% | +106.1% |
| 1Y | +89.1% | -9.6% | +98.7% | +88.3% |
| 3Y | +151.7% | -30.8% | +182.6% | +150.7% |
| 5Y | +298.3% | -75.6% | +373.9% | +295.5% |
| All | +298.3% | -76.2% | +374.5% | +295.5% |
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