+770.1%
ENTG vs EPAM
+163.7%
+606.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -1.6% | +11.0% | +10.0% |
| 7D | -7.6% | +9.1% | -16.6% | -12.1% |
| 30D | -15.5% | +38.5% | -53.9% | -26.6% |
| 3M | -7.8% | +61.0% | -68.8% | -25.3% |
| 6M | -5.9% | +58.0% | -64.0% | -26.6% |
| YTD | +66.7% | -23.5% | +90.2% | +71.5% |
| 1Y | +62.1% | -10.5% | +72.6% | +55.9% |
| 3Y | +56.3% | -33.8% | +90.1% | +62.6% |
| 5Y | -3.8% | -78.1% | +74.3% | +49.7% |
| 10Y | +770.1% | +157.7% | +612.3% | +237.3% |
| All | +770.1% | +163.7% | +606.4% | +237.3% |
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 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