+45.5%
TDY vs EPAM
-57.0%
+102.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.6% |
| 7D | -1.8% | -2.2% | +0.3% | -1.7% |
| 30D | -13.8% | +17.8% | -31.5% | -15.1% |
| 3M | -3.9% | +19.9% | -23.8% | -6.0% |
| 6M | -9.0% | -21.6% | +12.6% | -6.1% |
| YTD | +16.5% | -44.0% | +60.6% | +25.4% |
| 1Y | +9.3% | -30.5% | +39.8% | +13.2% |
| All | +45.5% | -57.0% | +102.5% | +57.0% |
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