+91.1%
TECK vs EPAM
+1,058.6%
-967.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.9% | +4.8% | +1.7% |
| 7D | -0.2% | +13.4% | -13.6% | -3.5% |
| 30D | -7.5% | +47.1% | -54.6% | -15.7% |
| 3M | -8.4% | +71.2% | -79.6% | -19.5% |
| 6M | -2.2% | +48.9% | -51.2% | -12.8% |
| YTD | +26.8% | -22.2% | +49.1% | +29.2% |
| 1Y | +46.5% | -5.2% | +51.7% | +42.3% |
| 3Y | +69.0% | -34.9% | +104.0% | +72.4% |
| 5Y | +138.8% | -77.4% | +216.2% | +191.1% |
| 10Y | +224.3% | +158.1% | +66.3% | +90.4% |
| All | +91.1% | +1,058.6% | -967.5% | -23.5% |
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