+218.4%
TGT vs EPAM
+63.9%
+154.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.8% |
| 7D | -0.6% | -0.9% | +0.3% | -0.5% |
| 30D | +9.5% | +18.4% | -8.8% | +6.1% |
| 3M | +32.3% | +19.2% | +13.0% | +26.9% |
| 6M | +37.0% | -21.0% | +58.0% | +41.6% |
| YTD | +71.0% | -43.7% | +114.8% | +87.1% |
| 1Y | +85.0% | -29.9% | +114.9% | +93.0% |
| 3Y | +46.8% | -56.5% | +103.4% | +63.0% |
| 5Y | -22.7% | -81.7% | +58.9% | -3.9% |
| All | +218.4% | +63.9% | +154.4% | +126.8% |
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