-37.3%
TROW vs EPAM
-81.7%
+44.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | 0.0% |
| 7D | +0.4% | -0.9% | +1.3% | +0.6% |
| 30D | -4.0% | +18.4% | -22.4% | -7.7% |
| 3M | +5.0% | +19.2% | -14.2% | -0.3% |
| 6M | +24.3% | -21.0% | +45.3% | +29.5% |
| YTD | +9.8% | -43.7% | +53.5% | +23.1% |
| 1Y | +6.4% | -29.9% | +36.3% | +12.7% |
| 3Y | +15.8% | -56.5% | +72.3% | +32.4% |
| 5Y | -37.3% | -81.7% | +44.4% | -18.0% |
| All | -37.3% | -81.7% | +44.4% | -18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling