-40.4%
TER vs EPAM
+50.2%
-90.6%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | +20.6% | -35.9% | -2.6% |
| 7D | -28.2% | +23.0% | -51.2% | -16.3% |
| 30D | -50.6% | +51.6% | -102.1% | -35.0% |
| 3M | -45.3% | +50.8% | -96.2% | -27.3% |
| 6M | -40.4% | +51.1% | -91.5% | -9.3% |
| All | -40.4% | +50.2% | -90.6% | -9.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling