-2.7%
ET vs EPAM
+50.2%
-52.9%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +20.6% | -22.0% | -0.9% |
| 7D | -8.1% | +23.0% | -31.1% | -7.7% |
| 30D | -7.5% | +51.6% | -59.1% | -6.9% |
| 3M | -4.1% | +50.8% | -54.9% | -3.3% |
| 6M | -2.7% | +51.1% | -53.8% | -3.1% |
| All | -2.7% | +50.2% | -52.9% | -3.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling