+102.0%
TRMB vs EPAM
+170.1%
-68.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.9% | +4.7% | +2.1% |
| 7D | -16.7% | +13.4% | -30.1% | -20.5% |
| 30D | -9.9% | +47.1% | -57.0% | -21.0% |
| 3M | -7.6% | +71.2% | -78.8% | -22.9% |
| 6M | -14.7% | +48.9% | -63.6% | -26.6% |
| YTD | -30.9% | -22.2% | -8.7% | -28.0% |
| 1Y | -31.3% | -5.2% | -26.2% | -32.9% |
| 3Y | +29.4% | -34.9% | +64.4% | +35.9% |
| 5Y | -37.4% | -77.4% | +40.0% | -12.7% |
| All | +102.0% | +170.1% | -68.1% | +7.3% |
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