+914.0%
TDY vs EPAM
+751.2%
+162.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.8% | +0.9% |
| 7D | -1.8% | +2.0% | -3.8% | -2.2% |
| 30D | -10.7% | +6.5% | -17.2% | -12.1% |
| 3M | -1.3% | +19.9% | -21.2% | -5.6% |
| 6M | -10.6% | -16.9% | +6.4% | -8.8% |
| YTD | +19.6% | -42.9% | +62.4% | +29.9% |
| 1Y | +11.6% | -30.4% | +42.0% | +16.2% |
| 3Y | +45.2% | -54.7% | +99.9% | +59.4% |
| 5Y | +36.1% | -81.8% | +117.9% | +67.3% |
| 10Y | +458.8% | +65.5% | +393.4% | +298.8% |
| All | +914.0% | +751.2% | +162.8% | +501.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling