+45.1%
PYPL vs EPAM
+170.1%
-125.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.9% | +4.3% | +1.9% |
| 7D | +3.9% | +13.4% | -9.5% | -1.9% |
| 30D | +7.8% | +47.1% | -39.3% | -8.0% |
| 3M | -0.7% | +71.2% | -71.8% | -20.4% |
| 6M | +28.8% | +48.9% | -20.2% | +6.3% |
| YTD | +2.4% | -22.2% | +24.6% | +8.0% |
| 1Y | -9.6% | -5.2% | -4.4% | -12.0% |
| 3Y | +9.7% | -34.9% | +44.6% | +16.2% |
| 5Y | -73.5% | -77.4% | +3.9% | -59.6% |
| All | +45.1% | +170.1% | -125.0% | -38.6% |
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