-11.7%
EPAM vs ESTC
+31.2%
-42.9%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.5% | +2.1% | -0.8% |
| 7D | +2.0% | -8.1% | +10.1% | +4.8% |
| 30D | +6.5% | +31.7% | -25.2% | -4.4% |
| 3M | +19.9% | +41.1% | -21.1% | +4.9% |
| 6M | -16.9% | +77.1% | -94.0% | -33.4% |
| YTD | -42.9% | +21.7% | -64.6% | -48.2% |
| 1Y | -30.4% | +8.4% | -38.8% | -35.2% |
| 3Y | -54.7% | +23.6% | -78.3% | -64.5% |
| 5Y | -81.8% | -46.5% | -35.3% | -82.0% |
| All | -11.7% | +31.2% | -42.9% | -47.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling