-24.8%
ETHA vs EPAM
-15.2%
-9.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.6% | +6.3% | +5.8% |
| 7D | +2.1% | +0.8% | +1.3% | +1.9% |
| 30D | -10.7% | +24.9% | -35.6% | -14.1% |
| 3M | +29.0% | +22.6% | +6.4% | +23.7% |
| 6M | +2.7% | +24.2% | -21.5% | -0.8% |
| YTD | -18.7% | -33.0% | +14.3% | -5.3% |
| 1Y | -24.8% | -13.3% | -11.5% | -29.5% |
| All | -24.8% | -15.2% | -9.6% | -29.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling