+852.7%
TSEM vs EPAM
+158.4%
+694.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.3% | -0.7% |
| 7D | +20.5% | -1.1% | +21.6% | +20.6% |
| 30D | -29.0% | +41.8% | -70.8% | -34.5% |
| 3M | -39.4% | +63.4% | -102.7% | -46.0% |
| 6M | -28.5% | +72.2% | -100.7% | -39.0% |
| YTD | +34.4% | -20.0% | +54.5% | +37.6% |
| 1Y | +48.3% | -9.0% | +57.4% | +46.7% |
| 3Y | +543.5% | -30.4% | +573.9% | +555.5% |
| 5Y | +331.4% | -75.6% | +407.0% | +461.2% |
| All | +852.7% | +158.4% | +694.2% | +269.9% |
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