-80.8%
TE vs EPAM
-76.2%
-4.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.7% | +3.1% |
| 7D | -22.0% | +18.5% | -40.5% | -27.3% |
| 30D | -33.6% | +44.0% | -77.7% | -42.5% |
| 3M | -61.1% | +63.0% | -124.0% | -67.9% |
| 6M | -64.7% | +67.3% | -132.0% | -72.3% |
| YTD | -68.1% | -20.5% | -47.6% | -67.3% |
| 1Y | -51.7% | -9.6% | -42.1% | -53.0% |
| 3Y | +42.0% | -30.8% | +72.8% | +49.5% |
| 5Y | -80.8% | -75.6% | -5.2% | -69.6% |
| All | -80.8% | -76.2% | -4.6% | -69.6% |
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 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