+381.0%
TGT vs EPAM
+751.2%
-370.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.6% | +0.6% |
| 7D | +0.8% | +2.0% | -1.2% | +0.4% |
| 30D | +12.2% | +6.5% | +5.7% | +10.7% |
| 3M | +33.8% | +19.9% | +13.9% | +29.1% |
| 6M | +39.3% | -16.9% | +56.2% | +42.1% |
| YTD | +72.9% | -42.9% | +115.7% | +86.0% |
| 1Y | +84.6% | -30.4% | +114.9% | +91.6% |
| 3Y | +46.2% | -54.7% | +101.0% | +58.8% |
| 5Y | -21.3% | -81.8% | +60.5% | -7.2% |
| 10Y | +213.5% | +65.5% | +148.1% | +168.2% |
| All | +381.0% | +751.2% | -370.2% | +285.8% |
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 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