+1,028.6%
ETN vs EPAM
+751.2%
+277.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.4% | +5.8% | +3.9% |
| 7D | +2.0% | +2.0% | +0.1% | +1.6% |
| 30D | -7.9% | +6.5% | -14.4% | -9.3% |
| 3M | -1.6% | +19.9% | -21.5% | -6.0% |
| 6M | +16.9% | -16.9% | +33.8% | +19.0% |
| YTD | +30.1% | -42.9% | +72.9% | +41.1% |
| 1Y | +19.3% | -30.4% | +49.7% | +23.9% |
| 3Y | +82.5% | -54.7% | +137.3% | +100.4% |
| 5Y | +166.8% | -81.8% | +248.7% | +227.0% |
| 10Y | +649.7% | +65.5% | +584.3% | +450.9% |
| All | +1,028.6% | +751.2% | +277.4% | +545.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling