+131.7%
TROW vs EPAM
+63.0%
+68.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.4% |
| 7D | -1.5% | -2.2% | +0.7% | -0.9% |
| 30D | -5.3% | +17.8% | -23.1% | -9.9% |
| 3M | +2.9% | +19.9% | -16.9% | -3.9% |
| 6M | +22.2% | -21.6% | +43.8% | +28.7% |
| YTD | +8.1% | -44.0% | +52.1% | +24.8% |
| 1Y | +5.8% | -30.5% | +36.3% | +13.7% |
| 3Y | +14.0% | -56.8% | +70.8% | +35.3% |
| 5Y | -38.3% | -81.7% | +43.4% | -10.8% |
| 10Y | +131.7% | +68.4% | +63.2% | +34.5% |
| All | +131.7% | +63.0% | +68.6% | +34.5% |
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