+213.5%
TER vs EPAM
-32.1%
+245.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.5% | +5.7% | +3.8% |
| 7D | +11.0% | -0.9% | +11.8% | +10.8% |
| 30D | -1.9% | +18.4% | -20.2% | +2.4% |
| 3M | -0.7% | +19.2% | -19.9% | +8.9% |
| 6M | +36.4% | -21.0% | +57.3% | +50.4% |
| YTD | +92.4% | -43.7% | +136.2% | +112.3% |
| 1Y | +213.5% | -29.9% | +243.4% | +207.8% |
| All | +213.5% | -32.1% | +245.6% | +207.8% |
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 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