+216.4%
ET vs EPAM
-75.8%
+292.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.2% |
| 7D | +3.0% | -1.1% | +4.2% | +3.1% |
| 30D | -3.5% | +41.8% | -45.3% | -5.7% |
| 3M | -5.6% | +63.4% | -69.0% | -8.8% |
| 6M | +0.5% | +72.2% | -71.7% | -3.6% |
| YTD | +26.3% | -20.0% | +46.4% | +27.5% |
| 1Y | +25.7% | -9.0% | +34.7% | +25.5% |
| 3Y | +85.1% | -30.4% | +115.5% | +85.5% |
| 5Y | +216.4% | -75.6% | +292.0% | +227.8% |
| All | +216.4% | -75.8% | +292.1% | +227.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling