+886.2%
TER vs EPAM
+170.1%
+716.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.9% | +6.4% | +3.6% |
| 7D | -20.5% | +13.4% | -33.8% | -24.5% |
| 30D | -47.0% | +47.1% | -94.1% | -53.6% |
| 3M | -43.3% | +71.2% | -114.5% | -53.2% |
| 6M | -42.9% | +48.9% | -91.8% | -52.5% |
| YTD | +12.9% | -22.2% | +35.1% | +14.7% |
| 1Y | +18.2% | -5.2% | +23.3% | +11.4% |
| 3Y | +151.8% | -34.9% | +186.7% | +158.1% |
| 5Y | +54.2% | -77.4% | +131.6% | +123.0% |
| All | +886.2% | +170.1% | +716.1% | +306.8% |
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