+98.9%
TRMB vs EPAM
+163.7%
-64.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.6% | +1.5% |
| 7D | -17.0% | +9.1% | -26.0% | -19.8% |
| 30D | -9.0% | +38.5% | -47.5% | -18.6% |
| 3M | -8.1% | +61.0% | -69.1% | -21.8% |
| 6M | -10.1% | +58.0% | -68.1% | -24.1% |
| YTD | -30.2% | -23.5% | -6.8% | -26.9% |
| 1Y | -30.7% | -10.5% | -20.2% | -31.0% |
| 3Y | +32.6% | -33.8% | +66.5% | +38.4% |
| 5Y | -38.1% | -78.1% | +40.0% | -12.8% |
| 10Y | +98.9% | +157.7% | -58.8% | +6.3% |
| All | +98.9% | +163.7% | -64.8% | +6.3% |
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