+441.0%
TEAM vs EPAM
+168.6%
+272.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.7% | -8.7% | -6.3% |
| 7D | -22.2% | +18.8% | -41.0% | -29.7% |
| 30D | -28.1% | +44.9% | -73.1% | -41.4% |
| 3M | -2.2% | +68.6% | -70.7% | -26.0% |
| 6M | +62.2% | +65.4% | -3.2% | +24.0% |
| YTD | -8.4% | -19.9% | +11.5% | -2.1% |
| 1Y | -6.6% | -10.0% | +3.4% | -5.7% |
| 3Y | -15.7% | -30.3% | +14.6% | -9.8% |
| 5Y | -65.7% | -75.7% | +9.9% | -45.0% |
| 10Y | +441.0% | +167.2% | +273.8% | +152.2% |
| All | +441.0% | +168.6% | +272.3% | +152.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling