+344.9%
TRV vs EPAM
+158.4%
+186.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.9% |
| 7D | +0.1% | -1.1% | +1.2% | +0.2% |
| 30D | +8.0% | +41.8% | -33.8% | +3.2% |
| 3M | +9.3% | +63.4% | -54.1% | +2.6% |
| 6M | +36.2% | +72.2% | -36.0% | +26.1% |
| YTD | +40.6% | -20.0% | +60.6% | +42.0% |
| 1Y | +43.1% | -9.0% | +52.1% | +42.1% |
| 3Y | +149.6% | -30.4% | +180.0% | +149.9% |
| 5Y | +181.6% | -75.6% | +257.2% | +225.1% |
| All | +344.9% | +158.4% | +186.4% | +187.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling