+42.1%
TRV vs EPAM
-11.8%
+53.8%
-9.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | 0.0% |
| 7D | -0.9% | +9.1% | -10.0% | -1.1% |
| 30D | +7.2% | +38.5% | -31.3% | +6.0% |
| 3M | +3.2% | +61.0% | -57.8% | +1.7% |
| 6M | +33.6% | +58.0% | -24.4% | +30.3% |
| YTD | +37.8% | -23.5% | +61.2% | +32.7% |
| All | +42.1% | -11.8% | +53.8% | +42.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling