+8.0%
TMO vs EPAM
-81.8%
+89.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +1.0% | +0.5% |
| 7D | -0.5% | -2.2% | +1.7% | -0.1% |
| 30D | +1.0% | +17.8% | -16.8% | -1.8% |
| 3M | +22.7% | +19.9% | +2.8% | +18.0% |
| 6M | +19.0% | -21.6% | +40.6% | +22.9% |
| YTD | +4.7% | -44.0% | +48.8% | +13.8% |
| 1Y | +26.0% | -30.5% | +56.5% | +31.7% |
| 3Y | +18.0% | -56.8% | +74.8% | +29.5% |
| 5Y | +8.0% | -81.7% | +89.7% | +28.1% |
| All | +8.0% | -81.8% | +89.8% | +28.1% |
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