+467.9%
ETR vs EPAM
+751.2%
-283.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | -0.3% |
| 7D | +1.4% | +2.0% | -0.5% | +1.3% |
| 30D | +1.0% | +6.5% | -5.5% | +0.2% |
| 3M | -1.3% | +19.9% | -21.2% | -3.4% |
| 6M | +1.9% | -16.9% | +18.8% | +3.0% |
| YTD | +18.2% | -42.9% | +61.0% | +23.4% |
| 1Y | +24.7% | -30.4% | +55.0% | +27.3% |
| 3Y | +150.7% | -54.7% | +205.4% | +162.9% |
| 5Y | +127.0% | -81.8% | +208.8% | +154.0% |
| 10Y | +295.5% | +65.5% | +230.0% | +234.8% |
| All | +467.9% | +751.2% | -283.3% | +345.3% |
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 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