+23.0%
EPAM vs ESTC
+25.9%
-2.9%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.1% |
| 7D | +2.4% | +2.4% | 0.0% | +1.4% |
| 30D | +42.3% | -4.2% | +46.6% | +43.0% |
| 3M | +60.7% | +2.5% | +58.2% | +55.8% |
| 6M | +80.5% | +81.5% | -1.0% | +42.4% |
| YTD | -20.4% | +16.8% | -37.2% | -27.7% |
| 1Y | -9.6% | -3.5% | -6.1% | -13.1% |
| 3Y | -30.5% | +17.7% | -48.2% | -44.8% |
| 5Y | -75.7% | -51.7% | -24.0% | -75.3% |
| All | +23.0% | +25.9% | -2.9% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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