+500.5%
TRGP vs EPAM
-75.7%
+576.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.8% | +0.4% |
| 7D | +12.4% | +2.4% | +10.0% | +12.2% |
| 30D | +2.6% | +42.3% | -39.7% | -0.2% |
| 3M | +11.9% | +60.7% | -48.8% | +7.6% |
| 6M | +13.9% | +80.5% | -66.6% | +7.9% |
| YTD | +64.2% | -20.4% | +84.6% | +67.0% |
| 1Y | +78.5% | -9.6% | +88.1% | +79.2% |
| 3Y | +272.9% | -30.5% | +303.4% | +276.2% |
| All | +500.5% | -75.7% | +576.3% | +544.6% |
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