+772.8%
TEAM vs EPAM
+100.8%
+672.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +20.6% | -24.1% | -13.4% |
| 7D | -10.2% | +23.0% | -33.2% | -20.5% |
| 30D | -5.5% | +51.6% | -57.1% | -24.6% |
| 3M | +61.7% | +50.8% | +10.9% | +29.1% |
| 6M | +98.5% | +51.1% | +47.3% | +58.3% |
| YTD | +13.0% | -19.1% | +32.2% | +20.1% |
| 1Y | +13.5% | +3.0% | +10.5% | +7.3% |
| 3Y | +3.6% | -31.2% | +34.8% | +11.5% |
| 5Y | -58.4% | -76.5% | +18.1% | -32.8% |
| 10Y | +581.4% | +168.4% | +412.9% | +219.2% |
| All | +772.8% | +100.8% | +672.0% | +392.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling