+195.2%
TECK vs EPAM
-81.9%
+277.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | +0.7% |
| 7D | -0.3% | +2.0% | -2.3% | -0.6% |
| 30D | +4.6% | +6.5% | -1.9% | +3.6% |
| 3M | +2.8% | +19.9% | -17.1% | 0.0% |
| 6M | +24.9% | -16.9% | +41.8% | +27.1% |
| YTD | +44.7% | -42.9% | +87.6% | +54.2% |
| 1Y | +112.0% | -30.4% | +142.4% | +118.7% |
| 3Y | +67.6% | -54.7% | +122.3% | +78.5% |
| All | +195.2% | -81.9% | +277.1% | +233.1% |
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