+1,059.7%
TMO vs EPAM
+751.2%
+308.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.2% |
| 7D | -1.4% | +2.0% | -3.3% | -1.8% |
| 30D | +6.2% | +6.5% | -0.3% | +4.3% |
| 3M | +27.5% | +19.9% | +7.5% | +21.3% |
| 6M | +20.0% | -16.9% | +36.9% | +23.3% |
| YTD | +6.1% | -42.9% | +49.0% | +17.3% |
| 1Y | +25.8% | -30.4% | +56.2% | +32.8% |
| 3Y | +11.2% | -54.7% | +65.9% | +24.3% |
| 5Y | +9.6% | -81.8% | +91.4% | +38.4% |
| 10Y | +317.8% | +65.5% | +252.3% | +210.4% |
| All | +1,059.7% | +751.2% | +308.5% | +570.5% |
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