+43.2%
TER vs EPAM
-15.2%
+58.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.6% | -6.2% | -7.0% |
| 7D | -19.9% | +0.8% | -20.7% | -19.5% |
| 30D | -43.5% | +24.9% | -68.5% | -38.7% |
| 3M | -37.8% | +22.6% | -60.4% | -32.2% |
| 6M | -25.6% | +24.2% | -49.8% | -11.2% |
| YTD | +29.8% | -33.0% | +62.8% | +43.8% |
| 1Y | +43.2% | -13.3% | +56.5% | +42.0% |
| All | +43.2% | -15.2% | +58.4% | +42.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling