-40.2%
TECH vs EPAM
-77.2%
+36.9%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +20.6% | -20.7% | -4.3% |
| 7D | -0.1% | +23.0% | -23.1% | -4.7% |
| 30D | +0.3% | +51.6% | -51.3% | -8.6% |
| 3M | +1.0% | +50.8% | -49.8% | -8.5% |
| 6M | +28.6% | +51.1% | -22.6% | +15.4% |
| YTD | +24.1% | -19.1% | +43.2% | +27.4% |
| 1Y | +21.9% | +3.0% | +18.9% | +18.4% |
| 3Y | +25.7% | -31.2% | +56.8% | +29.1% |
| 5Y | -40.2% | -76.5% | +36.3% | -24.4% |
| All | -40.2% | -77.2% | +36.9% | -24.4% |
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