-30.8%
TSCO vs EPAM
-7.6%
-23.1%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.7% | -4.4% | -0.4% |
| 7D | +6.8% | +18.8% | -12.0% | +4.1% |
| 30D | +11.3% | +44.9% | -33.7% | +5.2% |
| 3M | +9.1% | +68.6% | -59.5% | +0.9% |
| 6M | +24.2% | +65.4% | -41.2% | +14.4% |
| YTD | -23.5% | -19.9% | -3.7% | -24.8% |
| 1Y | -30.8% | -10.0% | -20.7% | -33.2% |
| All | -30.8% | -7.6% | -23.1% | -33.2% |
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