+2,384.8%
PWR vs EPAM
+1,058.6%
+1,326.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -3.9% | +10.1% | +6.8% |
| 7D | -12.9% | +13.4% | -26.2% | -15.2% |
| 30D | -22.8% | +47.1% | -69.9% | -28.2% |
| 3M | -19.0% | +71.2% | -90.2% | -26.9% |
| 6M | -31.1% | +48.9% | -80.0% | -37.2% |
| YTD | +28.2% | -22.2% | +50.5% | +30.1% |
| 1Y | +22.2% | -5.2% | +27.4% | +19.0% |
| 3Y | +222.1% | -34.9% | +257.1% | +227.8% |
| 5Y | +364.1% | -77.4% | +441.5% | +446.7% |
| 10Y | +1,864.5% | +158.1% | +1,706.4% | +1,250.2% |
| All | +2,384.8% | +1,058.6% | +1,326.2% | +1,397.0% |
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 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