+267.0%
TEVA vs EPAM
-57.0%
+324.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.8% | +0.3% |
| 7D | -1.7% | -2.2% | +0.4% | -1.4% |
| 30D | +2.0% | +17.8% | -15.8% | -0.5% |
| 3M | +7.0% | +19.9% | -12.9% | +3.5% |
| 6M | +17.0% | -21.6% | +38.6% | +20.3% |
| YTD | +18.1% | -44.0% | +62.1% | +27.4% |
| 1Y | +87.2% | -30.5% | +117.8% | +93.9% |
| All | +267.0% | -57.0% | +324.1% | +287.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling