+743.3%
ENTG vs EPAM
+168.6%
+574.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.7% | -5.7% | -2.6% |
| 7D | -9.3% | +18.8% | -28.1% | -16.2% |
| 30D | -16.4% | +44.9% | -61.3% | -28.5% |
| 3M | -3.8% | +68.6% | -72.4% | -23.3% |
| 6M | -6.9% | +65.4% | -72.3% | -28.6% |
| YTD | +65.0% | -19.9% | +84.9% | +67.0% |
| 1Y | +61.7% | -10.0% | +71.7% | +55.9% |
| 3Y | +46.6% | -30.3% | +76.9% | +49.8% |
| 5Y | -2.7% | -75.7% | +73.0% | +43.9% |
| 10Y | +743.3% | +167.2% | +576.1% | +224.9% |
| All | +743.3% | +168.6% | +574.6% | +224.9% |
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