+969.0%
TDY vs EPAM
+1,086.5%
-117.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | +4.1% | +2.4% | +1.7% | +3.6% |
| 30D | +5.7% | +42.3% | -36.6% | -1.5% |
| 3M | -4.4% | +60.7% | -65.1% | -13.2% |
| 6M | +1.2% | +80.5% | -79.3% | -11.2% |
| YTD | +26.0% | -20.4% | +46.4% | +27.9% |
| 1Y | +27.4% | -9.6% | +37.0% | +25.9% |
| 3Y | +67.5% | -30.5% | +98.0% | +68.6% |
| 5Y | +44.9% | -75.7% | +120.6% | +68.8% |
| 10Y | +440.9% | +160.1% | +280.9% | +253.6% |
| All | +969.0% | +1,086.5% | -117.6% | +492.1% |
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 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