+116.8%
TROW vs EPAM
+157.4%
-40.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | +0.5% | +2.4% | -1.9% | -0.2% |
| 30D | +9.3% | +42.3% | -33.0% | -2.3% |
| 3M | -0.9% | +60.7% | -61.6% | -15.0% |
| 6M | +8.3% | +80.5% | -72.1% | -11.8% |
| YTD | +10.6% | -20.4% | +31.0% | +13.8% |
| 1Y | +10.5% | -9.6% | +20.1% | +9.2% |
| 3Y | +36.5% | -30.5% | +67.0% | +38.9% |
| 5Y | -37.1% | -75.7% | +38.6% | -16.0% |
| All | +116.8% | +157.4% | -40.6% | +11.6% |
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