-42.4%
TECH vs EPAM
-81.9%
+39.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.3% | +0.5% |
| 7D | +0.1% | +2.0% | -1.8% | -0.3% |
| 30D | +0.7% | +6.5% | -5.8% | -1.1% |
| 3M | +36.3% | +19.9% | +16.4% | +29.4% |
| 6M | +25.6% | -16.9% | +42.5% | +29.5% |
| YTD | +23.7% | -42.9% | +66.6% | +37.8% |
| 1Y | +37.6% | -30.4% | +68.0% | +46.3% |
| 3Y | -6.6% | -54.7% | +48.1% | +5.5% |
| All | -42.4% | -81.9% | +39.5% | -25.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling