+27.5%
TECH vs EPAM
-11.8%
+39.2%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.6% | +0.3% |
| 7D | +0.2% | +9.1% | -8.8% | -1.0% |
| 30D | +0.5% | +38.5% | -38.0% | -4.2% |
| 3M | +0.9% | +61.0% | -60.1% | -6.5% |
| 6M | +51.0% | +58.0% | -7.0% | +39.9% |
| YTD | +24.4% | -23.5% | +47.8% | +37.8% |
| All | +27.5% | -11.8% | +39.2% | +40.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling