+15.0%
TSN vs EPAM
-11.8%
+26.7%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.4% |
| 7D | +4.9% | +9.1% | -4.2% | +4.4% |
| 30D | +12.1% | +38.5% | -26.4% | +10.2% |
| 3M | +4.1% | +61.0% | -56.8% | +1.2% |
| 6M | -10.9% | +58.0% | -68.9% | -14.2% |
| YTD | +4.8% | -23.5% | +28.3% | +3.9% |
| All | +15.0% | -11.8% | +26.7% | +14.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling