-77.8%
EPAM vs ESTC
-48.9%
-28.9%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.2% | -6.1% | -4.6% |
| 7D | +13.4% | -11.5% | +24.9% | +17.3% |
| 30D | +47.1% | -7.5% | +54.6% | +49.5% |
| 3M | +71.2% | +23.1% | +48.1% | +56.2% |
| 6M | +48.9% | +75.3% | -26.4% | +20.3% |
| YTD | -22.2% | +14.1% | -36.3% | -28.5% |
| 1Y | -5.2% | -0.6% | -4.6% | -9.5% |
| 3Y | -34.9% | +20.8% | -55.8% | -49.0% |
| All | -77.8% | -48.9% | -28.9% | -78.6% |
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