+199.8%
ETSY vs EPAM
+136.2%
+63.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.9% | +2.1% | -0.3% |
| 7D | +1.1% | +13.4% | -12.3% | -5.1% |
| 30D | +25.8% | +47.1% | -21.3% | +6.5% |
| 3M | +9.3% | +71.2% | -61.8% | -13.1% |
| 6M | +38.4% | +48.9% | -10.5% | +13.8% |
| YTD | +62.2% | -22.2% | +84.5% | +69.7% |
| 1Y | +58.3% | -5.2% | +63.5% | +52.1% |
| 3Y | +42.6% | -34.9% | +77.5% | +49.1% |
| 5Y | -65.4% | -77.4% | +12.0% | -46.6% |
| 10Y | +685.4% | +158.1% | +527.3% | +205.5% |
| All | +199.8% | +136.2% | +63.6% | +25.3% |
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