+85.2%
ET vs EPAM
-31.2%
+116.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.7% | -2.9% | +1.5% |
| 7D | -1.9% | +18.8% | -20.7% | -3.2% |
| 30D | -3.1% | +44.9% | -48.0% | -5.9% |
| 3M | -3.9% | +68.6% | -72.5% | -8.1% |
| 6M | +4.0% | +65.4% | -61.4% | -0.9% |
| YTD | +26.4% | -19.9% | +46.3% | +29.7% |
| 1Y | +24.9% | -10.0% | +34.9% | +26.0% |
| 3Y | +85.2% | -30.3% | +115.4% | +88.1% |
| All | +85.2% | -31.2% | +116.4% | +88.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling