+221.6%
TROW vs EPAM
+1,084.1%
-862.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | 0.0% |
| 7D | -1.7% | +18.5% | -20.2% | -6.7% |
| 30D | +6.4% | +44.0% | -37.6% | -4.2% |
| 3M | -1.5% | +63.0% | -64.5% | -14.5% |
| 6M | +8.3% | +67.3% | -59.0% | -8.2% |
| YTD | +12.4% | -20.5% | +33.0% | +15.1% |
| 1Y | +12.4% | -9.6% | +22.0% | +11.0% |
| 3Y | +38.3% | -30.8% | +69.1% | +40.7% |
| 5Y | -35.2% | -75.6% | +40.5% | -19.8% |
| 10Y | +128.8% | +159.6% | -30.7% | +51.5% |
| All | +221.6% | +1,084.1% | -862.6% | +69.7% |
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