+37.7%
TMUS vs EPAM
-77.2%
+114.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +20.6% | -19.7% | -0.2% |
| 7D | +9.0% | +23.0% | -14.0% | +7.7% |
| 30D | -3.2% | +51.6% | -54.8% | -5.4% |
| 3M | -6.9% | +50.8% | -57.7% | -9.1% |
| 6M | -16.4% | +51.1% | -67.6% | -18.6% |
| YTD | -19.6% | -19.1% | -0.5% | -19.5% |
| 1Y | -19.9% | +3.0% | -22.9% | -21.0% |
| 3Y | +14.5% | -31.2% | +45.7% | +14.2% |
| 5Y | +37.7% | -76.5% | +114.2% | +41.5% |
| All | +37.7% | -77.2% | +114.8% | +41.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling