+556.1%
ETN vs EPAM
+165.6%
+390.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +1.9% |
| 7D | +2.4% | +18.5% | -16.1% | -1.0% |
| 30D | -15.2% | +44.0% | -59.3% | -21.1% |
| 3M | -21.2% | +63.0% | -84.2% | -28.7% |
| 6M | -13.5% | +67.3% | -80.7% | -23.3% |
| YTD | +14.5% | -20.5% | +35.0% | +16.9% |
| 1Y | -0.9% | -9.6% | +8.8% | -1.6% |
| 3Y | +68.6% | -30.8% | +99.4% | +70.7% |
| 5Y | +129.0% | -75.6% | +204.7% | +179.8% |
| 10Y | +556.1% | +159.6% | +396.6% | +271.7% |
| All | +556.1% | +165.6% | +390.5% | +271.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling