+17.2%
TEVA vs EPAM
+1,086.5%
-1,069.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.4% | +2.0% |
| 7D | +4.4% | +2.4% | +2.0% | +3.9% |
| 30D | +9.3% | +42.3% | -33.0% | +1.6% |
| 3M | +21.9% | +60.7% | -38.8% | +10.4% |
| 6M | +22.8% | +80.5% | -57.7% | +7.8% |
| YTD | +42.6% | -20.4% | +63.0% | +44.8% |
| 1Y | +74.2% | -9.6% | +83.8% | +72.5% |
| 3Y | +404.5% | -30.5% | +435.0% | +407.9% |
| 5Y | +367.9% | -75.7% | +443.6% | +441.6% |
| 10Y | +14.2% | +160.1% | -145.9% | -18.4% |
| All | +17.2% | +1,086.5% | -1,069.4% | -24.6% |
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