+1,257.1%
TMO vs EPAM
+1,084.1%
+172.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.1% |
| 7D | +1.6% | +18.5% | -16.9% | -2.6% |
| 30D | +8.4% | +44.0% | -35.7% | -0.5% |
| 3M | +18.7% | +63.0% | -44.3% | +5.8% |
| 6M | +58.9% | +67.3% | -8.4% | +39.0% |
| YTD | +24.2% | -20.5% | +44.7% | +26.6% |
| 1Y | +22.8% | -9.6% | +32.4% | +21.6% |
| 3Y | +61.6% | -30.8% | +92.4% | +63.4% |
| 5Y | +15.3% | -75.6% | +90.9% | +36.0% |
| 10Y | +388.1% | +159.6% | +228.6% | +227.8% |
| All | +1,257.1% | +1,084.1% | +172.9% | +623.6% |
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 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