+386.6%
TMO vs EPAM
+157.4%
+229.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +0.8% | +2.4% | -1.6% | +0.2% |
| 30D | +4.0% | +42.3% | -38.3% | -4.7% |
| 3M | +17.6% | +60.7% | -43.1% | +4.4% |
| 6M | +57.3% | +80.5% | -23.2% | +34.1% |
| YTD | +21.2% | -20.4% | +41.5% | +23.8% |
| 1Y | +21.1% | -9.6% | +30.7% | +20.0% |
| 3Y | +58.8% | -30.5% | +89.3% | +60.5% |
| 5Y | +11.8% | -75.7% | +87.5% | +38.7% |
| All | +386.6% | +157.4% | +229.3% | +181.8% |
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