+54.1%
T vs EPAM
+163.7%
-109.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.3% | +0.9% |
| 7D | +1.7% | +9.1% | -7.4% | +0.7% |
| 30D | -1.7% | +38.5% | -40.2% | -4.7% |
| 3M | -7.3% | +61.0% | -68.3% | -11.3% |
| 6M | -11.2% | +58.0% | -69.2% | -15.3% |
| YTD | -8.1% | -23.5% | +15.4% | -7.2% |
| 1Y | -8.0% | -10.5% | +2.5% | -8.6% |
| 3Y | +62.1% | -33.8% | +96.0% | +62.7% |
| 5Y | +55.7% | -78.1% | +133.8% | +75.4% |
| 10Y | +54.1% | +157.7% | -103.6% | +12.6% |
| All | +54.1% | +163.7% | -109.6% | +12.6% |
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