+24.9%
ET vs EPAM
-7.6%
+32.5%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.7% | -2.9% | +1.9% |
| 7D | -1.9% | +18.8% | -20.7% | -1.5% |
| 30D | -3.1% | +44.9% | -48.0% | -2.4% |
| 3M | -3.9% | +68.6% | -72.5% | -3.1% |
| 6M | +4.0% | +65.4% | -61.4% | +4.6% |
| YTD | +26.4% | -19.9% | +46.3% | +25.3% |
| 1Y | +24.9% | -10.0% | +34.9% | +23.8% |
| All | +24.9% | -7.6% | +32.5% | +23.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling