+277.8%
PSX vs EPAM
-77.4%
+355.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.3% | -0.2% |
| 7D | -13.1% | +13.4% | -26.5% | -14.2% |
| 30D | -9.5% | +47.1% | -56.6% | -12.6% |
| 3M | +20.2% | +71.2% | -51.0% | +14.4% |
| 6M | +44.9% | +48.9% | -4.0% | +38.9% |
| YTD | +94.4% | -22.2% | +116.6% | +96.1% |
| 1Y | +83.1% | -5.2% | +88.2% | +81.5% |
| 3Y | +132.2% | -34.9% | +167.1% | +132.1% |
| All | +277.8% | -77.4% | +355.2% | +285.0% |
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