-31.9%
EPAM vs TW
+211.4%
-243.3%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.0% | +1.5% | -0.2% |
| 7D | -0.9% | -3.5% | +2.6% | +0.6% |
| 30D | +18.4% | +0.5% | +17.9% | +17.9% |
| 3M | +19.2% | +4.9% | +14.3% | +16.1% |
| 6M | -21.0% | -17.1% | -3.8% | -15.2% |
| YTD | -43.7% | -3.9% | -39.9% | -43.7% |
| 1Y | -29.9% | -13.3% | -16.6% | -26.7% |
| 3Y | -56.5% | +20.9% | -77.5% | -63.3% |
| 5Y | -81.7% | +20.5% | -102.2% | -84.8% |
| All | -31.9% | +211.4% | -243.3% | -60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded TW 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling