+398.3%
TTWO vs EPAM
+69.2%
+329.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.1% | +2.9% | +2.8% |
| 7D | +1.3% | -4.5% | +5.8% | +2.3% |
| 30D | -13.4% | +14.6% | -28.0% | -16.1% |
| 3M | +3.1% | +23.1% | -20.0% | -2.7% |
| 6M | +3.8% | -19.5% | +23.2% | +7.3% |
| YTD | -15.3% | -44.1% | +28.8% | -5.6% |
| 1Y | -11.1% | -25.2% | +14.1% | -7.7% |
| 3Y | +52.0% | -56.8% | +108.8% | +71.7% |
| 5Y | +40.9% | -81.7% | +122.7% | +87.6% |
| All | +398.3% | +69.2% | +329.1% | +145.4% |
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