+295.5%
TEVA vs EPAM
-82.0%
+377.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.2% | -1.3% |
| 7D | -0.7% | -4.5% | +3.7% | -0.1% |
| 30D | -0.4% | +14.6% | -15.0% | -2.4% |
| 3M | +8.2% | +23.1% | -14.8% | +4.4% |
| 6M | +15.3% | -19.5% | +34.8% | +17.9% |
| YTD | +16.5% | -44.1% | +60.6% | +24.9% |
| 1Y | +85.7% | -25.2% | +110.9% | +90.1% |
| 3Y | +277.9% | -56.8% | +334.7% | +308.3% |
| 5Y | +295.5% | -81.7% | +377.3% | +342.4% |
| All | +295.5% | -82.0% | +377.5% | +342.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling