+58.6%
ENB vs EPAM
-75.8%
+134.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.4% |
| 7D | 0.0% | -1.1% | +1.1% | 0.0% |
| 30D | +1.4% | +41.8% | -40.5% | -0.1% |
| 3M | -5.2% | +63.4% | -68.5% | -7.2% |
| 6M | -9.9% | +72.2% | -82.1% | -12.3% |
| YTD | +4.7% | -20.0% | +24.7% | +5.4% |
| 1Y | +2.8% | -9.0% | +11.8% | +2.7% |
| 3Y | +71.3% | -30.4% | +101.7% | +72.3% |
| 5Y | +58.6% | -75.6% | +134.2% | +61.6% |
| All | +58.6% | -75.8% | +134.3% | +61.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling