+467.2%
TDY vs EPAM
+74.2%
+392.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.0% | -1.7% | +0.7% |
| 7D | -1.1% | +0.7% | -1.9% | -1.3% |
| 30D | -12.0% | +17.6% | -29.6% | -14.8% |
| 3M | -3.2% | +27.1% | -30.3% | -8.6% |
| 6M | -7.9% | -17.0% | +9.1% | -5.8% |
| YTD | +18.2% | -42.4% | +60.7% | +29.0% |
| 1Y | +6.7% | -25.3% | +32.0% | +9.8% |
| 3Y | +47.5% | -55.7% | +103.3% | +63.8% |
| 5Y | +39.5% | -81.2% | +120.7% | +78.2% |
| All | +467.2% | +74.2% | +392.9% | +205.6% |
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