+238.4%
TMUS vs EPAM
+170.1%
+68.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.9% | +4.7% | +1.4% |
| 7D | +3.6% | +13.4% | -9.8% | +1.7% |
| 30D | -3.4% | +47.1% | -50.4% | -8.3% |
| 3M | -9.5% | +71.2% | -80.6% | -15.8% |
| 6M | -15.2% | +48.9% | -64.1% | -20.3% |
| YTD | -18.9% | -22.2% | +3.3% | -17.8% |
| 1Y | -17.7% | -5.2% | -12.5% | -19.0% |
| 3Y | +15.6% | -34.9% | +50.6% | +16.7% |
| 5Y | +38.9% | -77.4% | +116.3% | +64.7% |
| All | +238.4% | +170.1% | +68.3% | +116.0% |
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