+125.0%
ETN vs EPAM
-76.0%
+201.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.7% | -5.8% | -1.5% |
| 7D | -9.3% | +18.8% | -28.1% | -10.9% |
| 30D | -17.3% | +44.9% | -62.3% | -20.6% |
| 3M | -20.1% | +68.6% | -88.7% | -24.8% |
| 6M | -11.3% | +65.4% | -76.7% | -17.0% |
| YTD | +12.5% | -19.9% | +32.4% | +15.7% |
| 1Y | -5.6% | -10.0% | +4.4% | -4.6% |
| 3Y | +65.6% | -30.3% | +95.9% | +69.0% |
| All | +125.0% | -76.0% | +201.0% | +146.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling