+151.7%
ENB vs EPAM
+1,093.7%
-942.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.7% | -3.9% | +0.2% |
| 7D | -2.4% | +18.8% | -21.2% | -4.6% |
| 30D | +2.5% | +44.9% | -42.5% | -2.2% |
| 3M | -5.8% | +68.6% | -74.4% | -11.8% |
| 6M | -8.5% | +65.4% | -73.9% | -14.8% |
| YTD | +3.9% | -19.9% | +23.8% | +4.9% |
| 1Y | +3.7% | -10.0% | +13.7% | +3.1% |
| 3Y | +70.1% | -30.3% | +100.3% | +70.6% |
| 5Y | +53.2% | -75.7% | +128.9% | +70.8% |
| 10Y | +100.2% | +167.2% | -67.0% | +48.0% |
| All | +151.7% | +1,093.7% | -942.1% | +68.3% |
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