+1,272.6%
ENTG vs EPAM
+1,058.6%
+213.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.9% | +6.4% | +3.8% |
| 7D | -17.1% | +13.4% | -30.5% | -21.7% |
| 30D | -23.0% | +47.1% | -70.1% | -33.5% |
| 3M | -10.2% | +71.2% | -81.4% | -26.9% |
| 6M | -17.8% | +48.9% | -66.7% | -32.6% |
| YTD | +52.4% | -22.2% | +74.6% | +54.6% |
| 1Y | +49.8% | -5.2% | +55.0% | +41.3% |
| 3Y | +42.1% | -34.9% | +77.1% | +48.1% |
| 5Y | -10.2% | -77.4% | +67.2% | +22.7% |
| 10Y | +756.0% | +158.1% | +597.9% | +442.3% |
| All | +1,272.6% | +1,058.6% | +213.9% | +549.9% |
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 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