+450.3%
TSCO vs EPAM
+1,040.5%
-590.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.6% | +4.5% | +3.1% |
| 7D | +5.9% | +9.1% | -3.1% | +4.0% |
| 30D | +11.0% | +38.5% | -27.5% | +4.6% |
| 3M | +9.0% | +61.0% | -52.0% | 0.0% |
| 6M | +23.9% | +58.0% | -34.2% | +13.1% |
| YTD | -23.7% | -23.5% | -0.3% | -22.1% |
| 1Y | -29.4% | -10.5% | -18.9% | -29.8% |
| 3Y | +1.6% | -33.8% | +35.4% | +3.2% |
| 5Y | -7.1% | -78.1% | +71.0% | +9.1% |
| 10Y | +227.5% | +157.7% | +69.8% | +124.9% |
| All | +450.3% | +1,040.5% | -590.3% | +217.1% |
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 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