-84.3%
TE vs EPAM
-75.7%
-8.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.9% |
| 7D | -19.1% | +2.4% | -21.5% | -19.8% |
| 30D | -34.1% | +42.3% | -76.5% | -42.7% |
| 3M | -60.1% | +60.7% | -120.8% | -67.0% |
| 6M | -66.0% | +80.5% | -146.4% | -74.0% |
| YTD | -71.4% | -20.4% | -51.0% | -70.7% |
| 1Y | -45.3% | -9.6% | -35.7% | -46.8% |
| 3Y | +9.1% | -30.5% | +39.6% | +14.7% |
| All | -84.3% | -75.7% | -8.6% | -75.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling