+72.4%
TER vs EPAM
-78.1%
+150.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -1.6% | +14.3% | +13.0% |
| 7D | -5.8% | +9.1% | -14.8% | -7.7% |
| 30D | -38.9% | +38.5% | -77.4% | -42.8% |
| 3M | -35.1% | +61.0% | -96.1% | -41.4% |
| 6M | -31.6% | +58.0% | -89.6% | -39.3% |
| YTD | +27.2% | -23.5% | +50.7% | +32.9% |
| 1Y | +35.2% | -10.5% | +45.8% | +35.2% |
| 3Y | +192.8% | -33.8% | +226.6% | +204.4% |
| 5Y | +72.4% | -78.1% | +150.6% | +120.5% |
| All | +72.4% | -78.1% | +150.5% | +120.5% |
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 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