+323.9%
TMO vs EPAM
+69.2%
+254.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -2.5% | -4.5% | +2.0% | -1.4% |
| 30D | -0.3% | +14.6% | -14.9% | -3.4% |
| 3M | +25.3% | +23.1% | +2.2% | +18.0% |
| 6M | +20.9% | -19.5% | +40.3% | +25.4% |
| YTD | +4.3% | -44.1% | +48.4% | +16.7% |
| 1Y | +27.0% | -25.2% | +52.2% | +32.4% |
| 3Y | +17.5% | -56.8% | +74.3% | +33.8% |
| 5Y | +6.9% | -81.7% | +88.7% | +41.0% |
| All | +323.9% | +69.2% | +254.7% | +168.4% |
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