-4.3%
TEVA vs EPAM
+751.2%
-755.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.3% |
| 7D | -0.2% | +2.0% | -2.2% | -0.6% |
| 30D | +4.7% | +6.5% | -1.8% | +3.0% |
| 3M | +5.6% | +19.9% | -14.3% | +1.2% |
| 6M | +10.5% | -16.9% | +27.4% | +13.0% |
| YTD | +16.5% | -42.9% | +59.4% | +27.0% |
| 1Y | +96.8% | -30.4% | +127.1% | +105.5% |
| 3Y | +269.5% | -54.7% | +324.2% | +306.7% |
| 5Y | +283.5% | -81.8% | +365.4% | +369.6% |
| 10Y | -25.9% | +65.5% | -91.4% | -42.5% |
| All | -4.3% | +751.2% | -755.5% | -33.9% |
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