-41.2%
TECH vs EPAM
-77.4%
+36.3%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.9% | +4.0% | +1.0% |
| 7D | +0.2% | +13.4% | -13.2% | -2.9% |
| 30D | +0.3% | +47.1% | -46.7% | -8.1% |
| 3M | +1.3% | +71.2% | -69.8% | -10.5% |
| 6M | +54.0% | +48.9% | +5.0% | +38.4% |
| YTD | +24.3% | -22.2% | +46.5% | +28.6% |
| 1Y | +25.8% | -5.2% | +31.0% | +24.4% |
| 3Y | +26.0% | -34.9% | +60.9% | +30.8% |
| All | -41.2% | -77.4% | +36.3% | -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