-81.3%
EPAM vs ESTC
-46.4%
-35.0%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.5% | +2.1% | -0.9% |
| 7D | +2.0% | -8.1% | +10.1% | +4.7% |
| 30D | +6.5% | +31.7% | -25.2% | -3.9% |
| 3M | +19.9% | +41.1% | -21.1% | +5.5% |
| 6M | -16.9% | +77.1% | -94.0% | -32.7% |
| YTD | -42.9% | +21.7% | -64.6% | -48.0% |
| 1Y | -30.4% | +8.4% | -38.8% | -35.0% |
| 3Y | -54.7% | +23.6% | -78.3% | -64.5% |
| All | -81.3% | -46.4% | -35.0% | -81.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling