+192.5%
TECH vs EPAM
+168.6%
+23.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.7% | -4.7% | -1.2% |
| 7D | +0.2% | +18.8% | -18.6% | -4.9% |
| 30D | +0.5% | +44.9% | -44.5% | -9.8% |
| 3M | +1.1% | +68.6% | -67.5% | -13.3% |
| 6M | +51.0% | +65.4% | -14.4% | +27.7% |
| YTD | +24.4% | -19.9% | +44.2% | +28.1% |
| 1Y | +27.4% | -10.0% | +37.5% | +26.9% |
| 3Y | +28.5% | -30.3% | +58.7% | +31.9% |
| 5Y | -40.9% | -75.7% | +34.8% | -22.4% |
| 10Y | +192.5% | +167.2% | +25.3% | +64.1% |
| All | +192.5% | +168.6% | +23.9% | +64.1% |
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 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