+240.4%
TPR vs EPAM
-81.9%
+322.3%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.5% |
| 7D | -2.3% | +2.0% | -4.3% | -2.7% |
| 30D | -23.0% | +6.5% | -29.5% | -24.4% |
| 3M | -12.5% | +19.9% | -32.4% | -16.8% |
| 6M | -21.4% | -16.9% | -4.5% | -19.5% |
| YTD | -3.5% | -42.9% | +39.4% | +6.6% |
| 1Y | +17.4% | -30.4% | +47.7% | +23.4% |
| 3Y | +291.3% | -54.7% | +346.0% | +337.9% |
| All | +240.4% | -81.9% | +322.3% | +297.6% |
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