+1,232.7%
TTWO vs EPAM
+751.2%
+481.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.6% | +0.7% |
| 7D | -8.8% | +2.0% | -10.7% | -9.2% |
| 30D | -8.6% | +6.5% | -15.1% | -10.2% |
| 3M | -0.9% | +19.9% | -20.8% | -5.7% |
| 6M | -0.5% | -16.9% | +16.4% | +2.0% |
| YTD | -16.1% | -42.9% | +26.7% | -7.6% |
| 1Y | -10.8% | -30.4% | +19.6% | -6.2% |
| 3Y | +51.4% | -54.7% | +106.1% | +68.1% |
| 5Y | +33.7% | -81.8% | +115.5% | +69.2% |
| 10Y | +380.3% | +65.5% | +314.8% | +235.2% |
| All | +1,232.7% | +751.2% | +481.5% | +628.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling