+38.7%
TENB vs EPAM
+23.7%
+15.0%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +4.7% | -8.6% | -5.4% |
| 7D | -10.8% | +18.8% | -29.6% | -16.9% |
| 30D | +0.9% | +44.9% | -44.1% | -12.5% |
| 3M | +14.3% | +68.6% | -54.2% | -6.0% |
| 6M | +92.2% | +65.4% | +26.8% | +56.0% |
| YTD | +78.3% | -19.9% | +98.2% | +84.7% |
| 1Y | +49.5% | -10.0% | +59.5% | +48.6% |
| 3Y | +12.2% | -30.3% | +42.4% | +15.2% |
| 5Y | -22.4% | -75.7% | +53.3% | +13.4% |
| All | +38.7% | +23.7% | +15.0% | -44.2% |
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