+64.5%
TRGP vs EPAM
-11.8%
+76.2%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.6% | +5.0% | +3.3% |
| 7D | -7.2% | +9.1% | -16.2% | -6.1% |
| 30D | -4.2% | +38.5% | -42.7% | -1.8% |
| 3M | +7.0% | +61.0% | -54.0% | +10.4% |
| 6M | +11.2% | +58.0% | -46.8% | +15.4% |
| YTD | +51.1% | -23.5% | +74.6% | +57.8% |
| All | +64.5% | -11.8% | +76.2% | +66.6% |
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 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