+366.9%
ETR vs EPAM
+163.7%
+203.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.3% |
| 7D | +1.7% | +9.1% | -7.3% | +0.7% |
| 30D | +8.7% | +38.5% | -29.7% | +5.0% |
| 3M | +4.9% | +61.0% | -56.0% | -0.4% |
| 6M | +0.8% | +58.0% | -57.3% | -4.8% |
| YTD | +23.1% | -23.5% | +46.6% | +25.2% |
| 1Y | +17.9% | -10.5% | +28.4% | +17.6% |
| 3Y | +154.5% | -33.8% | +188.4% | +157.4% |
| 5Y | +160.3% | -78.1% | +238.4% | +205.7% |
| 10Y | +366.9% | +157.7% | +209.2% | +225.3% |
| All | +366.9% | +163.7% | +203.3% | +225.3% |
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 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