+1,387.0%
ENTG vs EPAM
+751.2%
+635.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.4% | +8.5% | +6.9% |
| 7D | +2.8% | +2.0% | +0.9% | +2.1% |
| 30D | -4.7% | +6.5% | -11.2% | -7.4% |
| 3M | -0.7% | +19.9% | -20.7% | -9.8% |
| 6M | +7.7% | -16.9% | +24.6% | +10.0% |
| YTD | +65.1% | -42.9% | +107.9% | +90.2% |
| 1Y | +74.8% | -30.4% | +105.2% | +87.1% |
| 3Y | +36.9% | -54.7% | +91.6% | +64.7% |
| 5Y | +16.1% | -81.8% | +97.9% | +73.7% |
| 10Y | +740.3% | +65.5% | +674.9% | +521.5% |
| All | +1,387.0% | +751.2% | +635.8% | +699.3% |
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