+47.5%
TGT vs EPAM
-54.6%
+102.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.6% | +0.7% |
| 7D | +0.8% | +2.0% | -1.2% | +0.4% |
| 30D | +12.2% | +6.5% | +5.7% | +10.6% |
| 3M | +33.8% | +19.9% | +13.9% | +28.8% |
| 6M | +39.3% | -16.9% | +56.2% | +42.9% |
| YTD | +72.9% | -42.9% | +115.7% | +88.8% |
| 1Y | +84.6% | -30.4% | +114.9% | +92.2% |
| All | +47.5% | -54.6% | +102.1% | +54.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling