+47.2%
PYPL vs EPAM
+163.7%
-116.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +2.9% | +1.9% |
| 7D | +2.2% | +9.1% | -6.9% | -2.2% |
| 30D | +8.1% | +38.5% | -30.3% | -5.6% |
| 3M | +1.9% | +61.0% | -59.0% | -16.4% |
| 6M | +33.1% | +58.0% | -24.9% | +7.4% |
| YTD | +3.8% | -23.5% | +27.2% | +10.1% |
| 1Y | -8.3% | -10.5% | +2.2% | -8.7% |
| 3Y | +11.9% | -33.8% | +45.7% | +17.6% |
| 5Y | -70.4% | -78.1% | +7.7% | -54.3% |
| 10Y | +47.2% | +157.7% | -110.6% | -37.3% |
| All | +47.2% | +163.7% | -116.5% | -37.3% |
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