+721.8%
ENTG vs EPAM
+170.1%
+551.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.9% | +6.4% | +3.9% |
| 7D | -17.1% | +13.4% | -30.5% | -22.2% |
| 30D | -23.0% | +47.1% | -70.1% | -34.6% |
| 3M | -10.2% | +71.2% | -81.4% | -28.7% |
| 6M | -17.8% | +48.9% | -66.7% | -34.2% |
| YTD | +52.4% | -22.2% | +74.6% | +56.0% |
| 1Y | +49.8% | -5.2% | +55.0% | +40.7% |
| 3Y | +42.1% | -34.9% | +77.1% | +49.3% |
| 5Y | -10.2% | -77.4% | +67.2% | +37.7% |
| All | +721.8% | +170.1% | +551.7% | +217.0% |
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