+47.4%
TER vs EPAM
-8.3%
+55.7%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.0% | -5.6% |
| 7D | +14.4% | +2.4% | +11.9% | +15.7% |
| 30D | -30.6% | +42.3% | -72.9% | -18.4% |
| 3M | -39.2% | +60.7% | -99.8% | -25.1% |
| 6M | -31.3% | +80.5% | -111.8% | -8.4% |
| YTD | +29.1% | -20.4% | +49.4% | +56.2% |
| 1Y | +47.4% | -9.6% | +57.0% | +53.7% |
| All | +47.4% | -8.3% | +55.7% | +53.7% |
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