+129.9%
TROW vs EPAM
+168.6%
-38.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.7% | -4.6% | -1.2% |
| 7D | +4.4% | +18.8% | -14.4% | -1.5% |
| 30D | +5.5% | +44.9% | -39.5% | -6.3% |
| 3M | -1.3% | +68.6% | -69.9% | -16.5% |
| 6M | +7.9% | +65.4% | -57.5% | -9.9% |
| YTD | +12.6% | -19.9% | +32.5% | +15.7% |
| 1Y | +13.3% | -10.0% | +23.3% | +12.2% |
| 3Y | +38.6% | -30.3% | +68.8% | +40.9% |
| 5Y | -34.7% | -75.7% | +40.9% | -12.9% |
| 10Y | +129.9% | +167.2% | -37.2% | +21.1% |
| All | +129.9% | +168.6% | -38.7% | +21.1% |
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