+104.5%
TEVA vs EPAM
-15.2%
+119.7%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.4% | -0.1% |
| 7D | +4.7% | +0.8% | +3.9% | +4.6% |
| 30D | +5.5% | +24.9% | -19.4% | +3.3% |
| 3M | +21.6% | +22.6% | -1.0% | +18.9% |
| 6M | +18.4% | +24.2% | -5.8% | +15.1% |
| YTD | +34.1% | -33.0% | +67.0% | +37.4% |
| 1Y | +104.5% | -13.3% | +117.9% | +111.7% |
| All | +104.5% | -15.2% | +119.7% | +111.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling