+1,112.1%
PSX vs EPAM
+416.3%
+695.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.5% | +0.6% |
| 7D | +4.5% | +2.0% | +2.6% | +4.2% |
| 30D | +26.6% | +6.5% | +20.1% | +24.8% |
| 3M | +39.3% | +19.9% | +19.3% | +34.0% |
| 6M | +56.8% | -16.9% | +73.7% | +59.8% |
| YTD | +101.8% | -42.9% | +144.7% | +117.2% |
| 1Y | +99.6% | -30.4% | +130.0% | +107.2% |
| 3Y | +140.3% | -54.7% | +195.1% | +160.5% |
| 5Y | +339.3% | -81.8% | +421.1% | +422.9% |
| 10Y | +369.9% | +65.5% | +304.4% | +222.6% |
| All | +1,112.1% | +416.3% | +695.8% | +491.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling