+6.9%
TAP vs EPAM
-77.2%
+84.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +20.6% | -22.7% | -3.5% |
| 7D | +7.7% | +23.0% | -15.3% | +6.1% |
| 30D | +14.4% | +51.6% | -37.2% | +11.1% |
| 3M | +2.0% | +50.8% | -48.8% | -1.1% |
| 6M | +2.5% | +51.1% | -48.7% | -1.0% |
| YTD | -6.4% | -19.1% | +12.7% | -6.6% |
| 1Y | -2.3% | +3.0% | -5.3% | -3.9% |
| 3Y | -20.3% | -31.2% | +10.9% | -20.7% |
| 5Y | +6.9% | -76.5% | +83.4% | +1.3% |
| All | +6.9% | -77.2% | +84.1% | +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