-42.3%
ETHA vs EPAM
-32.1%
-10.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.4% |
| 7D | +2.7% | -0.9% | +3.6% | +2.9% |
| 30D | +29.4% | +18.4% | +11.0% | +24.6% |
| 3M | +47.2% | +19.2% | +27.9% | +39.8% |
| 6M | +25.4% | -21.0% | +46.3% | +37.4% |
| YTD | -16.5% | -43.7% | +27.2% | +5.5% |
| 1Y | -42.3% | -29.9% | -12.4% | -39.9% |
| All | -42.3% | -32.1% | -10.2% | -39.9% |
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