-2.9%
TSCO vs EPAM
-81.7%
+78.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.3% | +1.0% |
| 7D | +1.7% | -0.9% | +2.6% | +1.8% |
| 30D | +2.8% | +18.4% | -15.5% | +0.9% |
| 3M | +17.9% | +19.2% | -1.3% | +15.0% |
| 6M | -28.6% | -21.0% | -7.6% | -27.3% |
| YTD | -28.0% | -43.7% | +15.7% | -24.4% |
| 1Y | -39.9% | -29.9% | -10.0% | -38.4% |
| 3Y | -14.0% | -56.5% | +42.5% | -9.2% |
| 5Y | -2.9% | -81.7% | +78.8% | +12.4% |
| All | -2.9% | -81.7% | +78.8% | +12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling