+490.8%
ET vs EPAM
+751.2%
-260.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.6% | +0.6% |
| 7D | +0.9% | +2.0% | -1.1% | +0.6% |
| 30D | +7.5% | +6.5% | +0.9% | +6.0% |
| 3M | +11.4% | +19.9% | -8.5% | +7.4% |
| 6M | +18.5% | -16.9% | +35.5% | +20.7% |
| YTD | +37.4% | -42.9% | +80.3% | +47.4% |
| 1Y | +30.9% | -30.4% | +61.3% | +35.4% |
| 3Y | +98.7% | -54.7% | +153.5% | +114.6% |
| 5Y | +230.7% | -81.8% | +312.5% | +293.9% |
| 10Y | +175.6% | +65.5% | +110.1% | +83.1% |
| All | +490.8% | +751.2% | -260.4% | +250.8% |
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 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