-34.8%
TRMB vs EPAM
-75.9%
+41.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.8% | +4.0% | +3.4% |
| 7D | +4.1% | +18.5% | -14.4% | -0.9% |
| 30D | -5.1% | +44.0% | -49.1% | -14.0% |
| 3M | -2.6% | +63.0% | -65.6% | -14.7% |
| 6M | -2.7% | +67.3% | -69.9% | -16.2% |
| YTD | -27.9% | -20.5% | -7.4% | -26.0% |
| 1Y | -29.0% | -9.6% | -19.4% | -29.4% |
| 3Y | +35.0% | -30.8% | +65.8% | +37.9% |
| All | -34.8% | -75.9% | +41.1% | -18.8% |
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