+4.3%
TYL vs EPAM
-31.1%
+35.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +20.6% | -18.9% | -4.0% |
| 7D | +15.1% | +23.0% | -7.9% | +8.0% |
| 30D | +30.1% | +51.6% | -21.5% | +14.9% |
| 3M | +40.4% | +50.8% | -10.4% | +23.6% |
| 6M | +31.3% | +51.1% | -19.8% | +14.4% |
| YTD | -5.2% | -19.1% | +13.9% | -5.2% |
| 1Y | -6.6% | +3.0% | -9.6% | -10.3% |
| All | +4.3% | -31.1% | +35.3% | +6.1% |
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