+161.3%
ET vs EPAM
+165.6%
-4.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.2% |
| 7D | +1.8% | +18.5% | -16.8% | -0.8% |
| 30D | -3.0% | +44.0% | -47.0% | -7.9% |
| 3M | -4.7% | +63.0% | -67.7% | -11.3% |
| 6M | +2.7% | +67.3% | -64.6% | -5.6% |
| YTD | +26.5% | -20.5% | +47.1% | +28.4% |
| 1Y | +25.0% | -9.6% | +34.6% | +24.2% |
| 3Y | +85.4% | -30.8% | +116.2% | +86.6% |
| 5Y | +215.5% | -75.6% | +291.1% | +268.9% |
| 10Y | +161.3% | +159.6% | +1.8% | +30.8% |
| All | +161.3% | +165.6% | -4.3% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EPAM.
Daily Out/Under-Performance
Portfolio return minus EPAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EPAM 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 10y: compounded portfolio wealth divided by compounded EPAM 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…
10y analysis · Full analysis span regression · 6 months rolling