+9.2%
TDY vs EPAM
-29.5%
+38.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.6% |
| 7D | -1.8% | -2.2% | +0.3% | -1.9% |
| 30D | -13.8% | +17.8% | -31.5% | -13.5% |
| 3M | -3.9% | +19.9% | -23.8% | -3.3% |
| 6M | -9.0% | -21.6% | +12.6% | -6.7% |
| YTD | +16.5% | -44.0% | +60.6% | +21.5% |
| All | +9.2% | -29.5% | +38.7% | +8.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling