+225.5%
TGT vs EPAM
+163.7%
+61.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.6% | +6.3% | +5.0% |
| 7D | +4.7% | +9.1% | -4.3% | +2.5% |
| 30D | +8.0% | +38.5% | -30.5% | +1.0% |
| 3M | +11.7% | +61.0% | -49.3% | +1.3% |
| 6M | +34.7% | +58.0% | -23.3% | +21.3% |
| YTD | +74.4% | -23.5% | +97.9% | +78.7% |
| 1Y | +89.2% | -10.5% | +99.7% | +87.7% |
| 3Y | +73.4% | -33.8% | +107.2% | +76.7% |
| 5Y | -24.0% | -78.1% | +54.1% | -7.8% |
| 10Y | +225.5% | +157.7% | +67.8% | +114.3% |
| All | +225.5% | +163.7% | +61.8% | +114.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling