+802.8%
TEAM vs EPAM
+41.9%
+760.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.4% | -0.3% | -1.4% |
| 7D | -0.4% | +2.0% | -2.4% | -1.3% |
| 30D | +67.3% | +6.5% | +60.8% | +62.0% |
| 3M | +86.8% | +19.9% | +66.8% | +70.7% |
| 6M | +146.8% | -16.9% | +163.8% | +169.2% |
| YTD | +16.9% | -42.9% | +59.8% | +50.6% |
| 1Y | +12.8% | -30.4% | +43.2% | +31.7% |
| 3Y | -7.3% | -54.7% | +47.5% | +25.2% |
| 5Y | -50.7% | -81.8% | +31.1% | -8.1% |
| 10Y | +529.8% | +65.5% | +464.4% | +278.9% |
| All | +802.8% | +41.9% | +760.9% | +517.4% |
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 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