+20.1%
EPAM vs ESTC
+23.0%
-2.8%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.2% | -6.1% | -4.6% |
| 7D | +13.4% | -11.5% | +24.9% | +17.5% |
| 30D | +47.1% | -7.5% | +54.6% | +49.7% |
| 3M | +71.2% | +23.1% | +48.1% | +55.5% |
| 6M | +48.9% | +75.3% | -26.4% | +18.9% |
| YTD | -22.2% | +14.1% | -36.3% | -28.8% |
| 1Y | -5.2% | -0.6% | -4.6% | -9.6% |
| 3Y | -34.9% | +20.8% | -55.8% | -49.0% |
| 5Y | -77.4% | -48.8% | -28.7% | -77.6% |
| All | +20.1% | +23.0% | -2.8% | -27.5% |
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