-5.9%
EPAM vs TW
+286.2%
-292.1%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.1% | -4.0% | -3.9% |
| 7D | +13.4% | +4.2% | +9.1% | +11.4% |
| 30D | +47.1% | +18.9% | +28.1% | +36.7% |
| 3M | +71.2% | +23.8% | +47.4% | +56.0% |
| 6M | +48.9% | +17.0% | +31.9% | +38.3% |
| YTD | -22.2% | +19.2% | -41.5% | -29.0% |
| 1Y | -5.2% | +20.1% | -25.3% | -13.8% |
| 3Y | -34.9% | +40.5% | -75.4% | -48.1% |
| 5Y | -77.4% | +38.0% | -115.5% | -82.3% |
| All | -5.9% | +286.2% | -292.1% | -50.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling