+196.8%
TSCO vs EPAM
+157.4%
+39.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | +0.3% | +2.4% | -2.1% | -0.1% |
| 30D | +11.3% | +42.3% | -31.0% | +4.5% |
| 3M | +1.5% | +60.7% | -59.2% | -6.8% |
| 6M | +24.0% | +80.5% | -56.5% | +10.8% |
| YTD | -25.7% | -20.4% | -5.3% | -24.6% |
| 1Y | -33.6% | -9.6% | -24.0% | -34.0% |
| 3Y | -1.5% | -30.5% | +29.0% | -0.9% |
| 5Y | -9.6% | -75.7% | +66.1% | +7.7% |
| All | +196.8% | +157.4% | +39.4% | +104.1% |
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