+261.5%
TPR vs EPAM
-76.7%
+338.2%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.7% | -5.0% | -1.3% |
| 7D | +12.1% | +18.8% | -6.7% | +7.9% |
| 30D | +16.7% | +44.9% | -28.3% | +7.6% |
| 3M | -17.4% | +68.6% | -86.0% | -26.4% |
| 6M | +2.3% | +65.4% | -63.1% | -9.8% |
| YTD | +7.1% | -19.9% | +27.0% | +9.8% |
| 1Y | +29.5% | -10.0% | +39.5% | +29.1% |
| 3Y | +415.0% | -30.3% | +445.3% | +424.7% |
| 5Y | +261.5% | -75.7% | +337.1% | +298.2% |
| All | +261.5% | -76.7% | +338.2% | +298.2% |
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