+36.1%
TPR vs EPAM
-4.9%
+41.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.9% | +2.8% | -0.6% |
| 7D | +14.2% | +13.4% | +0.8% | +12.5% |
| 30D | +17.1% | +47.1% | -30.0% | +13.0% |
| 3M | -17.7% | +71.2% | -88.9% | -21.5% |
| 6M | -10.2% | +48.9% | -59.1% | -13.6% |
| YTD | +4.9% | -22.2% | +27.2% | +9.8% |
| 1Y | +36.1% | -5.2% | +41.3% | +20.5% |
| All | +36.1% | -4.9% | +41.1% | +20.5% |
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 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