-78.1%
EPAM vs ESTC
-48.1%
-30.1%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.9% | -6.4% | -3.1% |
| 7D | +9.1% | -1.2% | +10.2% | +8.9% |
| 30D | +38.5% | -8.1% | +46.6% | +41.1% |
| 3M | +61.0% | +20.2% | +40.8% | +48.1% |
| 6M | +58.0% | +72.7% | -14.7% | +28.3% |
| YTD | -23.5% | +19.6% | -43.1% | -30.7% |
| 1Y | -10.5% | +0.3% | -10.8% | -14.8% |
| 3Y | -33.8% | +22.8% | -56.6% | -48.2% |
| 5Y | -78.1% | -50.9% | -27.3% | -75.8% |
| All | -78.1% | -48.1% | -30.1% | -75.8% |
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