-17.9%
TMUS vs EPAM
-9.2%
-8.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.7% |
| 7D | +6.5% | -1.1% | +7.6% | +6.5% |
| 30D | +11.3% | +41.8% | -30.6% | +11.1% |
| 3M | -2.9% | +63.4% | -66.2% | -2.6% |
| 6M | -10.5% | +72.2% | -82.7% | -10.8% |
| YTD | -14.4% | -20.0% | +5.6% | -22.4% |
| 1Y | -17.9% | -9.0% | -8.8% | -23.0% |
| All | -17.9% | -9.2% | -8.6% | -23.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling