+185.6%
TSCO vs EPAM
+69.2%
+116.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -3.1% | -4.5% | +1.3% | -2.4% |
| 30D | -4.4% | +14.6% | -19.0% | -6.6% |
| 3M | +9.7% | +23.1% | -13.4% | +5.1% |
| 6M | -32.4% | -19.5% | -13.0% | -30.6% |
| YTD | -31.7% | -44.1% | +12.4% | -26.1% |
| 1Y | -41.3% | -25.2% | -16.1% | -39.6% |
| 3Y | -18.3% | -56.8% | +38.5% | -10.5% |
| 5Y | -10.3% | -81.7% | +71.5% | +11.2% |
| All | +185.6% | +69.2% | +116.4% | +108.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling