+15.9%
ETN vs EPAM
-29.5%
+45.4%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.7% |
| 7D | +6.2% | -2.2% | +8.4% | +6.0% |
| 30D | -6.7% | +17.8% | -24.5% | -4.7% |
| 3M | +3.6% | +19.9% | -16.3% | +8.0% |
| 6M | +18.3% | -21.6% | +39.9% | +24.0% |
| YTD | +31.5% | -44.0% | +75.5% | +38.4% |
| All | +15.9% | -29.5% | +45.4% | +19.0% |
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