+1.3%
TYL vs EPAM
-29.7%
+30.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.7% | -3.8% | -0.5% |
| 7D | +4.3% | +18.8% | -14.5% | -1.1% |
| 30D | +28.0% | +44.9% | -17.0% | +14.5% |
| 3M | +32.3% | +68.6% | -36.2% | +13.6% |
| 6M | +29.9% | +65.4% | -35.5% | +10.8% |
| YTD | -7.1% | -19.9% | +12.8% | -6.9% |
| 1Y | -9.2% | -10.0% | +0.8% | -10.7% |
| All | +1.3% | -29.7% | +30.9% | +3.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling