+110.1%
TRMB vs EPAM
+1,105.1%
-995.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +20.6% | -21.8% | -6.9% |
| 7D | -17.9% | +23.0% | -40.9% | -23.1% |
| 30D | -12.0% | +51.6% | -63.6% | -22.4% |
| 3M | -8.4% | +50.8% | -59.2% | -19.7% |
| 6M | -21.5% | +51.1% | -72.7% | -31.7% |
| YTD | -31.5% | -19.1% | -12.4% | -29.7% |
| 1Y | -33.4% | +3.0% | -36.4% | -36.3% |
| 3Y | +26.5% | -31.2% | +57.6% | +30.3% |
| 5Y | -37.9% | -76.5% | +38.6% | -21.0% |
| 10Y | +107.3% | +168.4% | -61.1% | +35.9% |
| All | +110.1% | +1,105.1% | -995.0% | +4.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling