+98.3%
ENB vs EPAM
+163.7%
-65.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.3% |
| 7D | -3.7% | +9.1% | -12.7% | -4.9% |
| 30D | +1.7% | +38.5% | -36.8% | -2.7% |
| 3M | -6.3% | +61.0% | -67.3% | -12.2% |
| 6M | -9.2% | +58.0% | -67.2% | -15.4% |
| YTD | +3.1% | -23.5% | +26.6% | +5.0% |
| 1Y | +3.4% | -10.5% | +13.9% | +2.8% |
| 3Y | +68.9% | -33.8% | +102.8% | +70.9% |
| 5Y | +51.7% | -78.1% | +129.8% | +83.6% |
| 10Y | +98.3% | +157.7% | -59.4% | +16.8% |
| All | +98.3% | +163.7% | -65.4% | +16.8% |
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