+132.9%
TRMB vs EPAM
+751.2%
-618.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.3% | -0.4% |
| 7D | -2.5% | +2.0% | -4.5% | -3.1% |
| 30D | +1.5% | +6.5% | -5.0% | -0.8% |
| 3M | +6.8% | +19.9% | -13.2% | +0.4% |
| 6M | -14.9% | -16.9% | +2.0% | -11.6% |
| YTD | -24.1% | -42.9% | +18.8% | -13.2% |
| 1Y | -25.4% | -30.4% | +5.0% | -19.6% |
| 3Y | +8.0% | -54.7% | +62.7% | +26.4% |
| 5Y | -37.3% | -81.8% | +44.5% | -13.8% |
| 10Y | +116.8% | +65.5% | +51.4% | +62.6% |
| All | +132.9% | +751.2% | -618.3% | +28.9% |
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