+2,214.2%
TER vs EPAM
+751.2%
+1,463.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.4% | +7.9% | +6.2% |
| 7D | +0.6% | +2.0% | -1.3% | 0.0% |
| 30D | -8.3% | +6.5% | -14.8% | -10.7% |
| 3M | -12.2% | +19.9% | -32.1% | -19.2% |
| 6M | +17.1% | -16.9% | +34.0% | +19.2% |
| YTD | +84.7% | -42.9% | +127.5% | +107.9% |
| 1Y | +199.9% | -30.4% | +230.3% | +215.0% |
| 3Y | +232.8% | -54.7% | +287.5% | +284.8% |
| 5Y | +198.6% | -81.8% | +280.4% | +321.3% |
| 10Y | +1,669.7% | +65.5% | +1,604.3% | +1,107.8% |
| All | +2,214.2% | +751.2% | +1,463.0% | +1,069.5% |
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 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