+210.4%
T vs EPAM
+751.2%
-540.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.4% | -1.8% |
| 7D | -1.3% | +2.0% | -3.2% | -1.4% |
| 30D | +11.4% | +6.5% | +4.8% | +10.6% |
| 3M | +14.3% | +19.9% | -5.6% | +12.2% |
| 6M | -9.3% | -16.9% | +7.7% | -8.4% |
| YTD | +7.1% | -42.9% | +50.0% | +11.0% |
| 1Y | -9.1% | -30.4% | +21.3% | -7.6% |
| 3Y | +105.3% | -54.7% | +160.1% | +113.3% |
| 5Y | +66.8% | -81.8% | +148.6% | +82.8% |
| 10Y | +66.8% | +65.5% | +1.3% | +39.8% |
| All | +210.4% | +751.2% | -540.8% | +136.4% |
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