-76.7%
TE vs EPAM
-29.9%
-46.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.6% | -1.4% | -2.6% |
| 7D | -10.5% | +9.1% | -19.6% | -13.9% |
| 30D | -32.4% | +38.5% | -70.9% | -39.5% |
| 3M | -60.9% | +61.0% | -121.8% | -66.6% |
| 6M | -62.8% | +58.0% | -120.9% | -69.1% |
| YTD | -65.7% | -23.5% | -42.3% | -64.7% |
| 1Y | -39.9% | -10.5% | -29.4% | -41.2% |
| 3Y | +10.6% | -33.8% | +44.5% | +16.9% |
| 5Y | -79.7% | -78.1% | -1.5% | -74.9% |
| All | -76.7% | -29.9% | -46.7% | -72.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling