+155.0%
ETSY vs EPAM
+73.5%
+81.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.4% | -4.4% | -5.8% |
| 7D | -8.5% | +2.0% | -10.4% | -9.2% |
| 30D | -10.9% | +6.5% | -17.4% | -13.6% |
| 3M | +14.1% | +19.9% | -5.8% | +4.2% |
| 6M | +37.5% | -16.9% | +54.4% | +44.6% |
| YTD | +38.0% | -42.9% | +80.9% | +65.7% |
| 1Y | +46.5% | -30.4% | +76.9% | +60.9% |
| 3Y | +2.5% | -54.7% | +57.2% | +25.8% |
| 5Y | -65.3% | -81.8% | +16.5% | -41.9% |
| 10Y | +451.6% | +65.5% | +386.2% | +162.0% |
| All | +155.0% | +73.5% | +81.5% | +22.4% |
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