+299.4%
TEL vs EPAM
+63.0%
+236.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.4% | 0.0% |
| 7D | +1.2% | -2.2% | +3.4% | +1.8% |
| 30D | -4.1% | +17.8% | -21.9% | -8.0% |
| 3M | -2.6% | +19.9% | -22.5% | -8.0% |
| 6M | 0.0% | -21.6% | +21.6% | +4.6% |
| YTD | -9.1% | -44.0% | +35.0% | +2.4% |
| 1Y | -0.8% | -30.5% | +29.7% | +5.0% |
| 3Y | +67.4% | -56.8% | +124.1% | +92.5% |
| 5Y | +51.8% | -81.7% | +133.5% | +105.7% |
| 10Y | +299.4% | +68.4% | +231.0% | +132.6% |
| All | +299.4% | +63.0% | +236.4% | +132.6% |
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 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