+44.4%
TENB vs EPAM
+18.2%
+26.2%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.6% | +5.2% | +4.2% |
| 7D | -8.0% | +9.1% | -17.0% | -11.7% |
| 30D | +5.0% | +38.5% | -33.5% | -7.4% |
| 3M | +20.0% | +61.0% | -40.9% | +0.3% |
| 6M | +100.0% | +58.0% | +42.0% | +65.0% |
| YTD | +85.6% | -23.5% | +109.1% | +95.4% |
| 1Y | +57.8% | -10.5% | +68.4% | +57.2% |
| 3Y | +17.6% | -33.8% | +51.5% | +23.1% |
| 5Y | -21.7% | -78.1% | +56.4% | +20.9% |
| All | +44.4% | +18.2% | +26.2% | -41.0% |
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