-25.8%
TE vs EPAM
-15.2%
-10.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -2.9% | -3.6% |
| 7D | +3.8% | +0.8% | +3.0% | +4.0% |
| 30D | -26.2% | +24.9% | -51.1% | -24.2% |
| 3M | -49.7% | +22.6% | -72.3% | -48.3% |
| 6M | -46.5% | +24.2% | -70.7% | -42.0% |
| YTD | -59.1% | -33.0% | -26.2% | -50.3% |
| 1Y | -25.8% | -13.3% | -12.5% | -32.3% |
| All | -25.8% | -15.2% | -10.6% | -32.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling