+331.4%
TSEM vs EPAM
-75.8%
+407.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.3% | -0.7% |
| 7D | +20.5% | -1.1% | +21.6% | +20.5% |
| 30D | -29.0% | +41.8% | -70.8% | -31.1% |
| 3M | -39.4% | +63.4% | -102.7% | -42.1% |
| 6M | -28.5% | +72.2% | -100.7% | -33.1% |
| YTD | +34.4% | -20.0% | +54.5% | +40.7% |
| 1Y | +48.3% | -9.0% | +57.4% | +52.1% |
| 3Y | +543.5% | -30.4% | +573.9% | +568.9% |
| 5Y | +331.4% | -75.6% | +407.0% | +429.0% |
| All | +331.4% | -75.8% | +407.2% | +429.0% |
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