+13.2%
TENB vs EPAM
-11.8%
+25.0%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | +0.1% |
| 7D | -9.1% | +2.0% | -11.0% | -9.7% |
| 30D | -4.9% | +6.5% | -11.4% | -7.5% |
| 3M | +16.9% | +19.9% | -3.0% | +7.9% |
| 6M | +68.0% | -16.9% | +84.9% | +75.8% |
| YTD | +45.6% | -42.9% | +88.4% | +72.1% |
| 1Y | +12.7% | -30.4% | +43.1% | +23.8% |
| 3Y | -24.4% | -54.7% | +30.3% | -8.8% |
| 5Y | -26.7% | -81.8% | +55.1% | +17.9% |
| All | +13.2% | -11.8% | +25.0% | -48.1% |
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