+47.4%
TER vs EPAM
-9.2%
+56.7%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.5% |
| 7D | +24.0% | -1.1% | +25.1% | +23.6% |
| 30D | -30.6% | +41.8% | -72.5% | -18.5% |
| 3M | -34.5% | +63.4% | -97.8% | -18.8% |
| 6M | -26.4% | +72.2% | -98.6% | -1.9% |
| YTD | +36.4% | -20.0% | +56.5% | +64.8% |
| 1Y | +47.4% | -9.0% | +56.5% | +56.1% |
| All | +47.4% | -9.2% | +56.7% | +56.1% |
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