+218.0%
TECK vs EPAM
+165.6%
+52.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.5% |
| 7D | -1.2% | +18.5% | -19.8% | -5.3% |
| 30D | -5.7% | +44.0% | -49.8% | -13.5% |
| 3M | -3.6% | +63.0% | -66.6% | -14.2% |
| 6M | -2.2% | +67.3% | -69.5% | -14.8% |
| YTD | +33.6% | -20.5% | +54.1% | +36.0% |
| 1Y | +49.0% | -9.6% | +58.6% | +46.9% |
| 3Y | +85.4% | -30.8% | +116.2% | +86.8% |
| 5Y | +138.5% | -75.6% | +214.1% | +200.6% |
| 10Y | +218.0% | +159.6% | +58.4% | +46.1% |
| All | +218.0% | +165.6% | +52.4% | +46.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling