-14.3%
TEAM vs EPAM
-30.1%
+15.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.3% |
| 7D | -2.4% | +2.4% | -4.8% | -3.7% |
| 30D | -26.7% | +42.3% | -69.0% | -40.1% |
| 3M | -9.6% | +60.7% | -70.3% | -30.7% |
| 6M | +86.0% | +80.5% | +5.6% | +34.4% |
| YTD | -7.5% | -20.4% | +12.9% | -4.6% |
| 1Y | -1.4% | -9.6% | +8.2% | -3.7% |
| 3Y | -14.3% | -30.5% | +16.2% | -27.0% |
| All | -14.3% | -30.1% | +15.8% | -27.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling