+15.3%
TROW vs EPAM
-54.6%
+70.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.5% |
| 7D | -1.3% | +2.0% | -3.3% | -1.7% |
| 30D | -4.5% | +6.5% | -11.0% | -6.2% |
| 3M | +3.9% | +19.9% | -16.1% | -1.1% |
| 6M | +22.6% | -16.9% | +39.5% | +26.8% |
| YTD | +10.1% | -42.9% | +53.0% | +24.3% |
| 1Y | +3.6% | -30.4% | +34.0% | +10.7% |
| All | +15.3% | -54.6% | +70.0% | +28.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling