+414.8%
TSCO vs EPAM
+751.2%
-336.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.5% | +1.5% |
| 7D | +0.8% | +2.0% | -1.2% | +0.4% |
| 30D | +5.5% | +6.5% | -1.1% | +3.9% |
| 3M | +20.0% | +19.9% | 0.0% | +15.4% |
| 6M | -29.8% | -16.9% | -12.9% | -28.3% |
| YTD | -28.7% | -42.9% | +14.2% | -23.0% |
| 1Y | -40.9% | -30.4% | -10.5% | -38.5% |
| 3Y | -15.9% | -54.7% | +38.8% | -8.5% |
| 5Y | -3.5% | -81.8% | +78.3% | +16.6% |
| 10Y | +142.2% | +65.5% | +76.8% | +80.0% |
| All | +414.8% | +751.2% | -336.4% | +213.3% |
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