+427.3%
ET vs EPAM
+1,105.1%
-677.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +20.6% | -22.0% | -4.5% |
| 7D | -8.1% | +23.0% | -31.1% | -11.2% |
| 30D | -7.5% | +51.6% | -59.1% | -13.6% |
| 3M | -4.1% | +50.8% | -54.9% | -10.8% |
| 6M | -2.7% | +51.1% | -53.8% | -10.1% |
| YTD | +22.6% | -19.1% | +41.7% | +24.0% |
| 1Y | +22.0% | +3.0% | +19.0% | +18.3% |
| 3Y | +72.8% | -31.2% | +103.9% | +74.0% |
| 5Y | +201.4% | -76.5% | +277.9% | +247.9% |
| 10Y | +211.8% | +168.4% | +43.3% | +89.9% |
| All | +427.3% | +1,105.1% | -677.8% | +195.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling