+63.2%
PYPL vs EPAM
+117.9%
-54.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.9% |
| 3M | -0.7% | +71.2% | -71.8% | -20.3% |
| 6M | +28.8% | +48.9% | -20.2% | +6.4% |
| YTD | +2.4% | -22.2% | +24.6% | +7.9% |
| 1Y | -9.6% | -5.2% | -4.4% | -12.0% |
| 3Y | +9.7% | -34.9% | +44.6% | +16.1% |
| 5Y | -73.5% | -77.4% | +3.9% | -60.7% |
| 10Y | +46.5% | +158.1% | -111.6% | -33.1% |
| All | +63.2% | +117.9% | -54.7% | -20.7% |
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