+118.1%
TECK vs EPAM
+751.2%
-633.1%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | +0.9% |
| 7D | -0.3% | +2.0% | -2.3% | -0.8% |
| 30D | +4.6% | +6.5% | -1.9% | +2.7% |
| 3M | +2.8% | +19.9% | -17.1% | -2.4% |
| 6M | +24.9% | -16.9% | +41.8% | +27.8% |
| YTD | +44.7% | -42.9% | +87.6% | +59.5% |
| 1Y | +112.0% | -30.4% | +142.4% | +121.9% |
| 3Y | +67.6% | -54.7% | +122.3% | +87.2% |
| 5Y | +200.3% | -81.8% | +282.2% | +283.1% |
| 10Y | +358.2% | +65.5% | +292.8% | +199.2% |
| All | +118.1% | +751.2% | -633.1% | -5.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling