+24.9%
EPAM vs ESTC
+20.3%
+4.7%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.6% | -6.1% | +26.7% | +22.7% |
| 7D | +23.0% | -18.5% | +41.5% | +31.0% |
| 30D | +51.6% | -11.0% | +62.6% | +56.4% |
| 3M | +50.8% | +20.8% | +30.0% | +37.9% |
| 6M | +51.1% | +67.9% | -16.8% | +22.6% |
| YTD | -19.1% | +11.6% | -30.7% | -25.3% |
| 1Y | +3.0% | -3.3% | +6.2% | -0.9% |
| 3Y | -31.2% | +16.4% | -47.6% | -45.2% |
| 5Y | -76.5% | -49.9% | -26.6% | -76.5% |
| All | +24.9% | +20.3% | +4.7% | -24.0% |
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 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