-48.5%
TE vs EPAM
-48.5%
0.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -1.5% | +11.5% | +10.4% |
| 7D | +18.2% | -0.9% | +19.1% | +18.5% |
| 30D | -13.5% | +18.4% | -31.9% | -17.7% |
| 3M | -44.6% | +19.2% | -63.8% | -49.0% |
| 6M | -24.7% | -21.0% | -3.8% | -21.4% |
| YTD | -24.3% | -43.7% | +19.5% | -13.0% |
| 1Y | +155.6% | -29.9% | +185.4% | +171.3% |
| 3Y | -18.3% | -56.5% | +38.3% | -0.2% |
| 5Y | -41.3% | -81.7% | +40.4% | -19.9% |
| All | -48.5% | -48.5% | 0.0% | -31.9% |
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