+28.3%
TTWO vs EPAM
-75.7%
+104.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.4% |
| 7D | +6.0% | +2.4% | +3.6% | +5.7% |
| 30D | +13.2% | +42.3% | -29.1% | +8.0% |
| 3M | -5.8% | +60.7% | -66.5% | -11.7% |
| 6M | +0.4% | +80.5% | -80.1% | -7.9% |
| YTD | -11.0% | -20.4% | +9.3% | -9.5% |
| 1Y | -4.1% | -9.6% | +5.5% | -4.0% |
| 3Y | +51.8% | -30.5% | +82.3% | +53.0% |
| All | +28.3% | -75.7% | +104.0% | +44.3% |
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