-24.0%
TGT vs EPAM
-78.1%
+54.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.6% | +6.3% | +4.9% |
| 7D | +4.7% | +9.1% | -4.3% | +3.1% |
| 30D | +8.0% | +38.5% | -30.5% | +2.5% |
| 3M | +11.7% | +61.0% | -49.3% | +3.5% |
| 6M | +34.7% | +58.0% | -23.3% | +24.2% |
| YTD | +74.4% | -23.5% | +97.9% | +78.0% |
| 1Y | +89.2% | -10.5% | +99.7% | +88.2% |
| 3Y | +73.4% | -33.8% | +107.2% | +75.6% |
| 5Y | -24.0% | -78.1% | +54.1% | -19.6% |
| All | -24.0% | -78.1% | +54.0% | -19.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling