-34.9%
EPAM vs ESTC
+18.0%
-52.9%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.2% | -6.1% | -4.3% |
| 7D | +13.4% | -11.5% | +24.9% | +16.1% |
| 30D | +47.1% | -7.5% | +54.6% | +48.8% |
| 3M | +71.2% | +23.1% | +48.1% | +60.5% |
| 6M | +48.9% | +75.3% | -26.4% | +28.7% |
| YTD | -22.2% | +14.1% | -36.3% | -27.1% |
| 1Y | -5.2% | -0.6% | -4.6% | -9.1% |
| 3Y | -34.9% | +20.8% | -55.8% | -37.5% |
| All | -34.9% | +18.0% | -52.9% | -37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling