+45.0%
TDY vs EPAM
-75.7%
+120.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.6% |
| 7D | +4.1% | +2.4% | +1.7% | +3.8% |
| 30D | +5.7% | +42.3% | -36.6% | +1.6% |
| 3M | -4.4% | +60.7% | -65.1% | -9.5% |
| 6M | +1.2% | +80.5% | -79.3% | -6.2% |
| YTD | +26.0% | -20.4% | +46.4% | +28.4% |
| 1Y | +27.4% | -9.6% | +37.0% | +27.6% |
| 3Y | +67.5% | -30.5% | +98.0% | +69.6% |
| All | +45.0% | -75.7% | +120.8% | +62.0% |
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 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