+18.2%
TER vs EPAM
-4.9%
+23.1%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.9% | +6.4% | +1.0% |
| 7D | -20.5% | +13.4% | -33.8% | -14.4% |
| 30D | -47.0% | +47.1% | -94.1% | -37.3% |
| 3M | -43.3% | +71.2% | -114.5% | -29.3% |
| 6M | -42.9% | +48.9% | -91.8% | -25.9% |
| YTD | +12.9% | -22.2% | +35.1% | +35.0% |
| 1Y | +18.2% | -5.2% | +23.3% | +25.5% |
| All | +18.2% | -4.9% | +23.1% | +25.5% |
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