+662.6%
ETSY vs EPAM
+157.4%
+505.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | -1.0% | +2.4% | -3.4% | -2.0% |
| 30D | +7.3% | +42.3% | -35.0% | -7.8% |
| 3M | +10.3% | +60.7% | -50.3% | -9.9% |
| 6M | +55.1% | +80.5% | -25.4% | +18.4% |
| YTD | +60.5% | -20.4% | +80.9% | +66.3% |
| 1Y | +52.2% | -9.6% | +61.8% | +49.4% |
| 3Y | +40.8% | -30.5% | +71.3% | +43.1% |
| 5Y | -67.3% | -75.7% | +8.4% | -50.4% |
| All | +662.6% | +157.4% | +505.3% | +190.1% |
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