-6.6%
TYL vs EPAM
+4.5%
-11.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +20.6% | -18.9% | -6.6% |
| 7D | +15.1% | +23.0% | -7.9% | +4.8% |
| 30D | +30.1% | +51.6% | -21.5% | +7.5% |
| 3M | +40.4% | +50.8% | -10.4% | +15.3% |
| 6M | +31.3% | +51.1% | -19.8% | +5.9% |
| YTD | -5.2% | -19.1% | +13.9% | +4.1% |
| 1Y | -6.6% | +3.0% | -9.6% | +1.2% |
| All | -6.6% | +4.5% | -11.1% | +1.2% |
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