+215.0%
TROW vs EPAM
+751.2%
-536.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.4% |
| 7D | -1.3% | +2.0% | -3.3% | -1.8% |
| 30D | -4.5% | +6.5% | -11.0% | -6.6% |
| 3M | +3.9% | +19.9% | -16.1% | -2.3% |
| 6M | +22.6% | -16.9% | +39.5% | +26.4% |
| YTD | +10.1% | -42.9% | +53.0% | +24.5% |
| 1Y | +3.6% | -30.4% | +34.0% | +10.4% |
| 3Y | +12.4% | -54.7% | +67.1% | +29.4% |
| 5Y | -37.5% | -81.8% | +44.3% | -15.7% |
| 10Y | +130.0% | +65.5% | +64.5% | +71.5% |
| All | +215.0% | +751.2% | -536.2% | +83.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling