+134.6%
TECK vs EPAM
-75.7%
+210.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.6% |
| 7D | -0.4% | +2.4% | -2.9% | -0.7% |
| 30D | -7.1% | +42.3% | -49.4% | -11.1% |
| 3M | -5.5% | +60.7% | -66.1% | -11.1% |
| 6M | -9.7% | +80.5% | -90.2% | -16.9% |
| YTD | +26.3% | -20.4% | +46.6% | +28.8% |
| 1Y | +44.4% | -9.6% | +54.0% | +44.4% |
| 3Y | +70.1% | -30.5% | +100.6% | +71.4% |
| All | +134.6% | -75.7% | +210.3% | +155.3% |
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