-40.6%
TECH vs EPAM
-78.1%
+37.4%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.6% | +0.4% |
| 7D | +0.2% | +9.1% | -8.8% | -2.0% |
| 30D | +0.5% | +38.5% | -38.0% | -6.7% |
| 3M | +0.9% | +61.0% | -60.1% | -9.7% |
| 6M | +51.0% | +58.0% | -7.0% | +33.9% |
| YTD | +24.4% | -23.5% | +47.8% | +29.1% |
| 1Y | +27.6% | -10.5% | +38.1% | +27.8% |
| 3Y | +29.9% | -33.8% | +63.8% | +34.5% |
| 5Y | -40.6% | -78.1% | +37.5% | -25.1% |
| All | -40.6% | -78.1% | +37.4% | -25.1% |
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