+454.5%
TEAM vs EPAM
+165.6%
+288.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +3.0% |
| 7D | -19.7% | +18.5% | -38.3% | -27.4% |
| 30D | -26.6% | +44.0% | -70.7% | -40.0% |
| 3M | -1.1% | +63.0% | -64.0% | -23.9% |
| 6M | +74.6% | +67.3% | +7.3% | +32.7% |
| YTD | -6.0% | -20.5% | +14.5% | +0.8% |
| 1Y | -3.2% | -9.6% | +6.4% | -2.5% |
| 3Y | -13.5% | -30.8% | +17.3% | -7.1% |
| 5Y | -65.5% | -75.6% | +10.2% | -44.7% |
| 10Y | +454.5% | +159.6% | +295.0% | +161.4% |
| All | +454.5% | +165.6% | +288.9% | +161.4% |
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