+244.6%
TMUS vs EPAM
+165.6%
+79.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +1.9% |
| 7D | +8.2% | +18.5% | -10.4% | +5.5% |
| 30D | +13.4% | +44.0% | -30.7% | +7.9% |
| 3M | -3.0% | +63.0% | -66.0% | -9.3% |
| 6M | -8.8% | +67.3% | -76.0% | -15.6% |
| YTD | -13.8% | -20.5% | +6.7% | -12.9% |
| 1Y | -17.1% | -9.6% | -7.4% | -17.8% |
| 3Y | +22.7% | -30.8% | +53.5% | +22.5% |
| 5Y | +52.8% | -75.6% | +128.5% | +77.8% |
| 10Y | +244.6% | +159.6% | +85.1% | +119.0% |
| All | +244.6% | +165.6% | +79.0% | +119.0% |
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