+67.5%
TDY vs EPAM
-30.1%
+97.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.6% |
| 7D | +4.1% | +2.4% | +1.7% | +3.9% |
| 30D | +5.7% | +42.3% | -36.6% | +3.1% |
| 3M | -4.4% | +60.7% | -65.1% | -7.9% |
| 6M | +1.2% | +80.5% | -79.3% | -4.1% |
| YTD | +26.0% | -20.4% | +46.4% | +31.6% |
| 1Y | +27.4% | -9.6% | +37.0% | +30.3% |
| 3Y | +67.5% | -30.5% | +98.0% | +69.2% |
| All | +67.5% | -30.1% | +97.6% | +69.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling