+35.0%
TDY vs EPAM
-81.8%
+116.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.6% |
| 7D | -1.8% | -2.2% | +0.3% | -1.6% |
| 30D | -13.8% | +17.8% | -31.5% | -15.4% |
| 3M | -3.9% | +19.9% | -23.8% | -6.3% |
| 6M | -9.0% | -21.6% | +12.6% | -6.9% |
| YTD | +16.5% | -44.0% | +60.6% | +23.6% |
| 1Y | +9.3% | -30.5% | +39.8% | +12.5% |
| 3Y | +45.1% | -56.8% | +101.9% | +55.1% |
| 5Y | +35.0% | -81.7% | +116.7% | +53.1% |
| All | +35.0% | -81.8% | +116.8% | +53.1% |
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