+433.9%
ETSY vs EPAM
+63.9%
+369.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.5% | -3.3% | -4.2% |
| 7D | -10.9% | -0.9% | -10.0% | -10.6% |
| 30D | -14.9% | +18.4% | -33.2% | -20.4% |
| 3M | +5.8% | +19.2% | -13.4% | -3.0% |
| 6M | +29.1% | -21.0% | +50.1% | +38.5% |
| YTD | +31.3% | -43.7% | +75.1% | +58.3% |
| 1Y | +25.1% | -29.9% | +55.0% | +37.0% |
| 3Y | +8.5% | -56.5% | +65.0% | +35.3% |
| 5Y | -66.1% | -81.7% | +15.6% | -42.8% |
| All | +433.9% | +63.9% | +369.9% | +157.7% |
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