+485.2%
ETR vs EPAM
+1,058.6%
-573.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.9% | +4.1% | +0.6% |
| 7D | +0.4% | +13.4% | -13.0% | -0.9% |
| 30D | +7.5% | +47.1% | -39.5% | +3.6% |
| 3M | +4.4% | +71.2% | -66.7% | -0.9% |
| 6M | -1.5% | +48.9% | -50.5% | -5.9% |
| YTD | +21.8% | -22.2% | +44.0% | +23.3% |
| 1Y | +18.4% | -5.2% | +23.6% | +17.3% |
| 3Y | +148.5% | -34.9% | +183.5% | +151.3% |
| 5Y | +152.6% | -77.4% | +230.0% | +178.5% |
| 10Y | +354.5% | +158.1% | +196.4% | +270.0% |
| All | +485.2% | +1,058.6% | -573.4% | +344.9% |
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