+16.2%
ENTG vs EPAM
-81.9%
+98.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.4% | +8.5% | +6.8% |
| 7D | +2.8% | +2.0% | +0.9% | +2.2% |
| 30D | -4.7% | +6.5% | -11.2% | -7.0% |
| 3M | -0.7% | +19.9% | -20.7% | -8.4% |
| 6M | +7.7% | -16.9% | +24.6% | +11.1% |
| YTD | +65.1% | -42.9% | +107.9% | +91.5% |
| 1Y | +74.8% | -30.4% | +105.2% | +88.7% |
| 3Y | +36.9% | -54.7% | +91.6% | +64.1% |
| All | +16.2% | -81.9% | +98.1% | +76.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling