+237.8%
TMUS vs EPAM
+157.4%
+80.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.6% |
| 7D | +4.9% | +2.4% | +2.5% | +4.6% |
| 30D | +7.7% | +42.3% | -34.6% | +2.6% |
| 3M | -6.8% | +60.7% | -67.4% | -12.6% |
| 6M | -9.7% | +80.5% | -90.2% | -17.2% |
| YTD | -15.0% | -20.4% | +5.4% | -14.0% |
| 1Y | -19.1% | -9.6% | -9.5% | -19.8% |
| 3Y | +21.4% | -30.5% | +51.9% | +21.2% |
| 5Y | +51.2% | -75.7% | +126.9% | +76.1% |
| All | +237.8% | +157.4% | +80.4% | +113.3% |
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