-27.6%
TE vs EPAM
-54.6%
+27.1%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.7% | +2.3% |
| 7D | -4.0% | +2.0% | -5.9% | -4.8% |
| 30D | -15.9% | +6.5% | -22.4% | -18.8% |
| 3M | -60.5% | +19.9% | -80.5% | -64.8% |
| 6M | -35.2% | -16.9% | -18.3% | -30.4% |
| YTD | -31.1% | -42.9% | +11.7% | -10.4% |
| 1Y | +148.6% | -30.4% | +179.0% | +179.7% |
| All | -27.6% | -54.6% | +27.1% | -4.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling