+222.0%
TROW vs EPAM
+1,040.5%
-818.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.8% | +2.6% |
| 7D | +4.7% | +9.1% | -4.4% | +1.5% |
| 30D | +5.4% | +38.5% | -33.1% | -4.2% |
| 3M | -1.6% | +61.0% | -62.6% | -14.3% |
| 6M | +7.8% | +58.0% | -50.2% | -7.2% |
| YTD | +12.6% | -23.5% | +36.0% | +16.4% |
| 1Y | +13.6% | -10.5% | +24.2% | +12.5% |
| 3Y | +36.6% | -33.8% | +70.4% | +40.6% |
| 5Y | -36.7% | -78.1% | +41.4% | -19.2% |
| 10Y | +136.3% | +157.7% | -21.4% | +57.1% |
| All | +222.0% | +1,040.5% | -818.5% | +71.6% |
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