+202.8%
TER vs EPAM
-81.9%
+284.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.4% | +7.9% | +5.9% |
| 7D | +0.6% | +2.0% | -1.3% | +0.2% |
| 30D | -8.3% | +6.5% | -14.8% | -9.9% |
| 3M | -12.2% | +19.9% | -32.1% | -16.9% |
| 6M | +17.1% | -16.9% | +34.0% | +20.3% |
| YTD | +84.7% | -42.9% | +127.5% | +106.0% |
| 1Y | +199.9% | -30.4% | +230.3% | +215.5% |
| 3Y | +232.8% | -54.7% | +287.5% | +277.6% |
| All | +202.8% | -81.9% | +284.7% | +313.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling