+304.4%
TMUS vs EPAM
+65.3%
+239.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.4% | -1.1% | -3.1% |
| 7D | +0.1% | +2.0% | -1.9% | -0.2% |
| 30D | +5.3% | +6.5% | -1.3% | +4.0% |
| 3M | +3.1% | +19.9% | -16.8% | 0.0% |
| 6M | -16.5% | -16.9% | +0.5% | -15.2% |
| YTD | -9.2% | -42.9% | +33.7% | -3.7% |
| 1Y | -26.5% | -30.4% | +3.9% | -24.5% |
| 3Y | +39.0% | -54.7% | +93.7% | +47.9% |
| 5Y | +40.4% | -81.8% | +122.2% | +69.0% |
| All | +304.4% | +65.3% | +239.1% | +138.6% |
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 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