+29.5%
TECH vs EPAM
-30.1%
+59.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | +0.1% | +2.4% | -2.3% | -0.4% |
| 30D | +0.5% | +42.3% | -41.8% | -7.8% |
| 3M | +1.1% | +60.7% | -59.6% | -10.3% |
| 6M | +62.8% | +80.5% | -17.7% | +37.5% |
| YTD | +24.5% | -20.4% | +44.8% | +32.2% |
| 1Y | +20.6% | -9.6% | +30.2% | +23.5% |
| 3Y | +29.5% | -30.5% | +60.0% | +22.5% |
| All | +29.5% | -30.1% | +59.5% | +22.5% |
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