+712.1%
TEL vs EPAM
+1,093.7%
-381.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.7% | -5.1% | -1.5% |
| 7D | -0.9% | +18.8% | -19.7% | -5.4% |
| 30D | -0.2% | +44.9% | -45.2% | -9.2% |
| 3M | +2.0% | +68.6% | -66.6% | -10.7% |
| 6M | +6.4% | +65.4% | -59.0% | -7.8% |
| YTD | -3.2% | -19.9% | +16.6% | -1.8% |
| 1Y | -11.2% | -10.0% | -1.1% | -12.3% |
| 3Y | +79.8% | -30.3% | +110.0% | +81.3% |
| 5Y | +46.6% | -75.7% | +122.2% | +76.1% |
| 10Y | +288.1% | +167.2% | +120.9% | +148.8% |
| All | +712.1% | +1,093.7% | -381.6% | +299.6% |
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