+467.0%
TEAM vs EPAM
+163.7%
+303.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.6% |
| 7D | -17.2% | +9.1% | -26.3% | -21.9% |
| 30D | -25.1% | +38.5% | -63.6% | -37.5% |
| 3M | +3.9% | +61.0% | -57.0% | -19.4% |
| 6M | +69.1% | +58.0% | +11.1% | +32.4% |
| YTD | -4.5% | -23.5% | +19.0% | +4.5% |
| 1Y | -1.9% | -10.5% | +8.7% | -0.4% |
| 3Y | -9.3% | -33.8% | +24.5% | -0.2% |
| 5Y | -65.2% | -78.1% | +13.0% | -40.9% |
| 10Y | +467.0% | +157.7% | +309.3% | +168.9% |
| All | +467.0% | +163.7% | +303.3% | +168.9% |
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