+672.0%
TEL vs EPAM
+1,058.6%
-386.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.9% | +4.2% | +1.2% |
| 7D | -2.8% | +13.4% | -16.2% | -6.3% |
| 30D | -4.1% | +47.1% | -51.2% | -13.1% |
| 3M | -3.4% | +71.2% | -74.5% | -15.7% |
| 6M | -3.5% | +48.9% | -52.4% | -14.3% |
| YTD | -8.0% | -22.2% | +14.2% | -5.9% |
| 1Y | -13.7% | -5.2% | -8.5% | -15.9% |
| 3Y | +71.9% | -34.9% | +106.9% | +76.3% |
| 5Y | +40.9% | -77.4% | +118.3% | +72.6% |
| 10Y | +293.3% | +158.1% | +135.3% | +154.1% |
| All | +672.0% | +1,058.6% | -386.6% | +282.6% |
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