+11.4%
TENB vs EPAM
-13.1%
+24.5%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.1% |
| 7D | -5.0% | -0.9% | -4.1% | -4.7% |
| 30D | -7.4% | +18.4% | -25.7% | -12.6% |
| 3M | +22.3% | +19.2% | +3.1% | +13.0% |
| 6M | +60.2% | -21.0% | +81.1% | +70.6% |
| YTD | +43.2% | -43.7% | +86.9% | +70.2% |
| 1Y | +8.2% | -29.9% | +38.0% | +18.5% |
| 3Y | -23.8% | -56.5% | +32.8% | -6.7% |
| 5Y | -26.9% | -81.7% | +54.8% | +16.6% |
| All | +11.4% | -13.1% | +24.5% | -48.6% |
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