+1,279.0%
TER vs EPAM
+1,105.1%
+173.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | +20.6% | -35.9% | -20.5% |
| 7D | -28.2% | +23.0% | -51.2% | -33.2% |
| 30D | -50.6% | +51.6% | -102.1% | -56.8% |
| 3M | -45.3% | +50.8% | -96.2% | -52.9% |
| 6M | -40.4% | +51.1% | -91.5% | -50.1% |
| YTD | +10.0% | -19.1% | +29.2% | +9.7% |
| 1Y | +13.6% | +3.0% | +10.6% | +4.3% |
| 3Y | +145.2% | -31.2% | +176.4% | +145.6% |
| 5Y | +50.4% | -76.5% | +126.8% | +94.8% |
| 10Y | +882.9% | +168.4% | +714.5% | +475.9% |
| All | +1,279.0% | +1,105.1% | +173.9% | +517.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling