-47.3%
TE vs EPAM
-81.9%
+34.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.7% | +2.1% |
| 7D | -4.0% | +2.0% | -5.9% | -4.7% |
| 30D | -15.9% | +6.5% | -22.4% | -18.4% |
| 3M | -60.5% | +19.9% | -80.5% | -64.3% |
| 6M | -35.2% | -16.9% | -18.3% | -33.0% |
| YTD | -31.1% | -42.9% | +11.7% | -19.0% |
| 1Y | +148.6% | -30.4% | +179.0% | +167.9% |
| 3Y | -26.4% | -54.7% | +28.3% | -7.6% |
| All | -47.3% | -81.9% | +34.6% | -8.6% |
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