+829.6%
TRV vs EPAM
+1,093.7%
-264.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.7% | -3.3% | +0.9% |
| 7D | +1.4% | +18.8% | -17.4% | -0.9% |
| 30D | +8.7% | +44.9% | -36.3% | +3.8% |
| 3M | +7.1% | +68.6% | -61.5% | +0.3% |
| 6M | +35.5% | +65.4% | -29.9% | +26.4% |
| YTD | +39.7% | -19.9% | +59.6% | +41.0% |
| 1Y | +44.1% | -10.0% | +54.1% | +43.3% |
| 3Y | +148.1% | -30.3% | +178.4% | +148.4% |
| 5Y | +178.6% | -75.7% | +254.2% | +207.1% |
| 10Y | +352.5% | +167.2% | +185.3% | +229.4% |
| All | +829.6% | +1,093.7% | -264.1% | +494.0% |
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