+821.9%
TRGP vs EPAM
+65.2%
+756.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +2.9% | +1.7% |
| 7D | -0.6% | -0.9% | +0.3% | -0.4% |
| 30D | +14.6% | +18.4% | -3.8% | +10.7% |
| 3M | +11.9% | +19.2% | -7.3% | +6.7% |
| 6M | +25.3% | -21.0% | +46.2% | +29.4% |
| YTD | +61.9% | -43.7% | +105.6% | +77.8% |
| 1Y | +87.3% | -29.9% | +117.2% | +95.2% |
| 3Y | +268.0% | -56.5% | +324.5% | +310.6% |
| 5Y | +638.2% | -81.7% | +719.9% | +865.9% |
| 10Y | +821.9% | +64.5% | +757.4% | +490.9% |
| All | +821.9% | +65.2% | +756.7% | +490.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling