-4.8%
TECH vs EPAM
-54.6%
+49.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.3% | +0.6% |
| 7D | +0.1% | +2.0% | -1.8% | -0.4% |
| 30D | +0.7% | +6.5% | -5.8% | -1.4% |
| 3M | +36.3% | +19.9% | +16.4% | +28.3% |
| 6M | +25.6% | -16.9% | +42.5% | +31.8% |
| YTD | +23.7% | -42.9% | +66.6% | +43.4% |
| 1Y | +37.6% | -30.4% | +68.0% | +49.7% |
| All | -4.8% | -54.6% | +49.8% | +5.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling