+460.1%
TEAM vs EPAM
+170.1%
+289.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -3.9% | -12.3% | -14.3% |
| 7D | -19.8% | +13.4% | -33.2% | -25.8% |
| 30D | -21.5% | +47.1% | -68.6% | -36.4% |
| 3M | +39.5% | +71.2% | -31.7% | +5.5% |
| 6M | +73.1% | +48.9% | +24.1% | +39.2% |
| YTD | -5.2% | -22.2% | +17.0% | +2.9% |
| 1Y | -1.6% | -5.2% | +3.6% | -2.9% |
| 3Y | -11.4% | -34.9% | +23.5% | -1.8% |
| 5Y | -65.1% | -77.4% | +12.3% | -41.7% |
| All | +460.1% | +170.1% | +289.9% | +163.5% |
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