-64.7%
ETSY vs EPAM
-81.9%
+17.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.4% | -4.4% | -6.1% |
| 7D | -8.5% | +2.0% | -10.4% | -9.0% |
| 30D | -10.9% | +6.5% | -17.4% | -12.7% |
| 3M | +14.1% | +19.9% | -5.8% | +7.3% |
| 6M | +37.5% | -16.9% | +54.4% | +42.8% |
| YTD | +38.0% | -42.9% | +80.9% | +57.6% |
| 1Y | +46.5% | -30.4% | +76.9% | +57.2% |
| 3Y | +2.5% | -54.7% | +57.2% | +19.3% |
| All | -64.7% | -81.9% | +17.2% | -43.8% |
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