+103.9%
ENB vs EPAM
+66.7%
+37.3%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.6% |
| 7D | -0.2% | +2.0% | -2.2% | -0.5% |
| 30D | -2.2% | +6.5% | -8.8% | -3.3% |
| 3M | -10.5% | +19.9% | -30.4% | -13.1% |
| 6M | -5.1% | -16.9% | +11.9% | -3.6% |
| YTD | +9.0% | -42.9% | +51.8% | +15.6% |
| 1Y | +8.2% | -30.4% | +38.6% | +11.2% |
| 3Y | +67.8% | -54.7% | +122.5% | +79.1% |
| 5Y | +69.4% | -81.8% | +151.2% | +104.7% |
| All | +103.9% | +66.7% | +37.3% | +32.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling