+77.9%
TRGP vs EPAM
-32.1%
+110.0%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -1.3% |
| 7D | +0.8% | +2.0% | -1.2% | +0.8% |
| 30D | +11.5% | +6.5% | +5.0% | +11.9% |
| 3M | +9.0% | +19.9% | -10.9% | +9.8% |
| 6M | +20.5% | -16.9% | +37.4% | +23.8% |
| YTD | +59.5% | -42.9% | +102.4% | +66.5% |
| 1Y | +77.9% | -30.4% | +108.3% | +73.7% |
| All | +77.9% | -32.1% | +110.0% | +73.7% |
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