+678.1%
TEL vs EPAM
+751.2%
-73.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | +0.2% |
| 7D | +3.0% | +2.0% | +1.0% | +2.5% |
| 30D | -3.9% | +6.5% | -10.4% | -5.8% |
| 3M | -5.1% | +19.9% | -25.0% | -10.1% |
| 6M | +0.6% | -16.9% | +17.5% | +3.4% |
| YTD | -7.3% | -42.9% | +35.6% | +3.0% |
| 1Y | +1.1% | -30.4% | +31.5% | +6.7% |
| 3Y | +63.7% | -54.7% | +118.4% | +84.4% |
| 5Y | +50.7% | -81.8% | +132.5% | +94.7% |
| 10Y | +290.2% | +65.5% | +224.7% | +180.8% |
| All | +678.1% | +751.2% | -73.1% | +318.8% |
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