+4.3%
TAP vs EPAM
-81.9%
+86.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | 0.0% |
| 7D | -2.3% | +2.0% | -4.3% | -2.4% |
| 30D | -2.1% | +6.5% | -8.7% | -2.7% |
| 3M | +6.6% | +19.9% | -13.3% | +5.1% |
| 6M | -11.5% | -16.9% | +5.4% | -11.1% |
| YTD | -10.3% | -42.9% | +32.6% | -8.3% |
| 1Y | -14.4% | -30.4% | +16.0% | -13.5% |
| 3Y | -28.3% | -54.7% | +26.4% | -26.7% |
| All | +4.3% | -81.9% | +86.2% | +1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling