+446.0%
PWR vs EPAM
-81.9%
+527.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.1% | +0.9% |
| 7D | +3.6% | +2.0% | +1.7% | +3.4% |
| 30D | -8.6% | +6.5% | -15.1% | -9.4% |
| 3M | -13.2% | +19.9% | -33.1% | -15.3% |
| 6M | +9.9% | -16.9% | +26.8% | +11.9% |
| YTD | +48.0% | -42.9% | +90.9% | +57.5% |
| 1Y | +66.2% | -30.4% | +96.5% | +70.8% |
| 3Y | +195.1% | -54.7% | +249.8% | +216.7% |
| All | +446.0% | -81.9% | +527.9% | +545.4% |
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 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