+422.1%
PWR vs EPAM
-75.8%
+497.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.3% |
| 7D | +19.1% | -1.1% | +20.2% | +19.1% |
| 30D | -12.0% | +41.8% | -53.9% | -15.0% |
| 3M | -10.6% | +63.4% | -73.9% | -15.1% |
| 6M | -20.8% | +72.2% | -93.0% | -26.0% |
| YTD | +43.7% | -20.0% | +63.8% | +47.6% |
| 1Y | +35.0% | -9.0% | +44.0% | +35.8% |
| 3Y | +249.4% | -30.4% | +279.8% | +257.6% |
| 5Y | +422.1% | -75.6% | +497.7% | +511.5% |
| All | +422.1% | -75.8% | +497.9% | +511.5% |
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