-40.6%
TOST vs EPAM
-77.4%
+36.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.9% | +2.5% | +0.1% |
| 7D | +9.4% | +13.4% | -3.9% | +3.3% |
| 30D | +13.5% | +47.1% | -33.6% | -3.2% |
| 3M | -0.1% | +71.2% | -71.3% | -20.3% |
| 6M | +22.5% | +48.9% | -26.5% | +1.7% |
| YTD | -2.4% | -22.2% | +19.9% | +3.9% |
| 1Y | -4.7% | -5.2% | +0.5% | -6.0% |
| 3Y | +103.2% | -34.9% | +138.2% | +119.2% |
| All | -40.6% | -77.4% | +36.9% | +13.5% |
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