+44.1%
PYPL vs EPAM
+66.7%
-22.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.4% | -0.7% | -2.1% |
| 7D | +2.7% | +2.0% | +0.7% | +1.9% |
| 30D | -4.9% | +6.5% | -11.4% | -8.2% |
| 3M | +28.9% | +19.9% | +8.9% | +17.8% |
| 6M | +18.2% | -16.9% | +35.2% | +23.7% |
| YTD | -5.0% | -42.9% | +37.8% | +14.2% |
| 1Y | -18.8% | -30.4% | +11.5% | -10.1% |
| 3Y | -12.6% | -54.7% | +42.2% | +7.9% |
| 5Y | -80.8% | -81.8% | +1.0% | -68.8% |
| All | +44.1% | +66.7% | -22.5% | -20.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling