+163.9%
ENB vs EPAM
+751.2%
-587.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.2% |
| 3M | -10.5% | +19.9% | -30.4% | -13.0% |
| 6M | -5.1% | -16.9% | +11.9% | -3.7% |
| YTD | +9.0% | -42.9% | +51.8% | +15.0% |
| 1Y | +8.2% | -30.4% | +38.6% | +10.9% |
| 3Y | +67.8% | -54.7% | +122.5% | +78.0% |
| 5Y | +69.4% | -81.8% | +151.2% | +94.8% |
| 10Y | +117.5% | +65.5% | +52.1% | +70.2% |
| All | +163.9% | +751.2% | -587.3% | +84.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling