+705.0%
ETN vs EPAM
+63.0%
+642.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | +6.2% | -2.2% | +8.4% | +6.6% |
| 30D | -6.7% | +17.8% | -24.5% | -9.6% |
| 3M | +3.6% | +19.9% | -16.3% | -1.2% |
| 6M | +18.3% | -21.6% | +39.9% | +22.2% |
| YTD | +31.5% | -44.0% | +75.5% | +44.2% |
| 1Y | +20.6% | -30.5% | +51.1% | +25.6% |
| 3Y | +82.5% | -56.8% | +139.3% | +103.9% |
| 5Y | +177.8% | -81.7% | +259.5% | +255.1% |
| 10Y | +705.0% | +68.4% | +636.6% | +396.3% |
| All | +705.0% | +63.0% | +642.0% | +396.3% |
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