+189.0%
TECH vs EPAM
+156.9%
+32.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.2% |
| 7D | +0.1% | +18.5% | -18.4% | -4.9% |
| 30D | +0.3% | +44.0% | -43.7% | -9.8% |
| 3M | +1.0% | +63.0% | -62.0% | -12.6% |
| 6M | +54.0% | +67.3% | -13.3% | +29.8% |
| YTD | +24.3% | -20.5% | +44.9% | +28.3% |
| 1Y | +23.7% | -9.6% | +33.3% | +23.0% |
| 3Y | +28.5% | -30.8% | +59.3% | +32.2% |
| 5Y | -41.2% | -75.6% | +34.4% | -23.0% |
| All | +189.0% | +156.9% | +32.2% | +63.2% |
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