+58.8%
T vs EPAM
+168.6%
-109.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.7% | -4.0% | +0.2% |
| 7D | +2.6% | +18.8% | -16.2% | +0.9% |
| 30D | -1.1% | +44.9% | -46.0% | -4.4% |
| 3M | -7.7% | +68.6% | -76.3% | -12.1% |
| 6M | -10.6% | +65.4% | -76.0% | -15.1% |
| YTD | -7.5% | -19.9% | +12.4% | -6.9% |
| 1Y | -7.4% | -10.0% | +2.6% | -8.0% |
| 3Y | +63.1% | -30.3% | +93.3% | +62.9% |
| 5Y | +55.2% | -75.7% | +130.9% | +72.0% |
| 10Y | +58.8% | +167.2% | -108.4% | +14.8% |
| All | +58.8% | +168.6% | -109.8% | +14.8% |
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