+22.7%
ET vs EPAM
-4.9%
+27.7%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.9% | +4.2% | +0.3% |
| 7D | -7.9% | +13.4% | -21.3% | -7.6% |
| 30D | -5.9% | +47.1% | -53.0% | -5.4% |
| 3M | -5.2% | +71.2% | -76.4% | -4.6% |
| 6M | +0.3% | +48.9% | -48.7% | +0.8% |
| YTD | +23.1% | -22.2% | +45.3% | +21.9% |
| 1Y | +22.7% | -5.2% | +27.9% | +19.8% |
| All | +22.7% | -4.9% | +27.7% | +19.8% |
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