+291.1%
ETR vs EPAM
+65.2%
+225.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +1.3% |
| 7D | +1.4% | -0.9% | +2.3% | +1.5% |
| 30D | +1.9% | +18.4% | -16.5% | 0.0% |
| 3M | +1.0% | +19.2% | -18.2% | -1.4% |
| 6M | +4.8% | -21.0% | +25.8% | +6.8% |
| YTD | +19.5% | -43.7% | +63.3% | +25.9% |
| 1Y | +28.1% | -29.9% | +58.0% | +31.0% |
| 3Y | +151.1% | -56.5% | +207.7% | +166.7% |
| 5Y | +125.2% | -81.7% | +206.8% | +163.2% |
| 10Y | +291.1% | +64.5% | +226.6% | +183.1% |
| All | +291.1% | +65.2% | +225.9% | +183.1% |
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 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