-9.0%
EPAM vs ESTC
-6.1%
-2.9%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.4% | +0.1% |
| 7D | -1.1% | +5.8% | -6.9% | -2.6% |
| 30D | +41.8% | -5.6% | +47.4% | +42.9% |
| 3M | +63.4% | +15.4% | +47.9% | +52.2% |
| 6M | +72.2% | +77.8% | -5.6% | +39.0% |
| YTD | -20.0% | +18.1% | -38.1% | -29.4% |
| 1Y | -9.0% | -3.7% | -5.4% | -18.3% |
| All | -9.0% | -6.1% | -2.9% | -18.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling