+65.1%
ETN vs EPAM
-29.7%
+94.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.7% | -5.8% | -1.2% |
| 7D | -9.3% | +18.8% | -28.1% | -9.5% |
| 30D | -17.3% | +44.9% | -62.3% | -18.5% |
| 3M | -20.1% | +68.6% | -88.7% | -22.2% |
| 6M | -11.3% | +65.4% | -76.7% | -13.7% |
| YTD | +12.5% | -19.9% | +32.4% | +21.7% |
| 1Y | -5.6% | -10.0% | +4.4% | -0.2% |
| All | +65.1% | -29.7% | +94.7% | +69.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling