+294.7%
TEL vs EPAM
+163.7%
+131.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.6% | +7.2% | +6.0% |
| 7D | +0.6% | +9.1% | -8.5% | -2.3% |
| 30D | +0.2% | +38.5% | -38.3% | -8.3% |
| 3M | +1.5% | +61.0% | -59.4% | -10.8% |
| 6M | +6.9% | +58.0% | -51.1% | -7.2% |
| YTD | -2.8% | -23.5% | +20.7% | +0.2% |
| 1Y | -8.8% | -10.5% | +1.8% | -9.8% |
| 3Y | +84.3% | -33.8% | +118.1% | +88.4% |
| 5Y | +46.8% | -78.1% | +124.9% | +93.6% |
| 10Y | +294.7% | +157.7% | +137.0% | +107.1% |
| All | +294.7% | +163.7% | +131.0% | +107.1% |
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 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