+127.1%
ETR vs EPAM
-81.9%
+209.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | -0.4% |
| 7D | +1.4% | +2.0% | -0.5% | +1.4% |
| 30D | +1.0% | +6.5% | -5.5% | +0.7% |
| 3M | -1.3% | +19.9% | -21.2% | -2.0% |
| 6M | +1.9% | -16.9% | +18.8% | +2.5% |
| YTD | +18.2% | -42.9% | +61.0% | +20.6% |
| 1Y | +24.7% | -30.4% | +55.0% | +25.9% |
| 3Y | +150.7% | -54.7% | +205.4% | +155.9% |
| All | +127.1% | -81.9% | +209.0% | +130.0% |
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