-49.1%
TE vs EPAM
-11.8%
-37.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.6% | -1.4% | -3.4% |
| 7D | -10.5% | +9.1% | -19.6% | -6.6% |
| 30D | -32.4% | +38.5% | -70.9% | -26.9% |
| 3M | -60.9% | +61.0% | -121.8% | -56.6% |
| 6M | -62.8% | +58.0% | -120.9% | -57.6% |
| YTD | -65.7% | -23.5% | -42.3% | -56.9% |
| All | -49.1% | -11.8% | -37.4% | -50.4% |
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 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