+90.9%
NTR vs EPAM
+6.4%
+84.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.3% | -2.4% |
| 7D | -2.5% | -4.5% | +2.0% | -2.0% |
| 30D | +17.0% | +14.6% | +2.4% | +15.2% |
| 3M | +22.2% | +23.1% | -0.9% | +18.7% |
| 6M | +5.2% | -19.5% | +24.6% | +7.0% |
| YTD | +29.7% | -44.1% | +73.8% | +36.9% |
| 1Y | +39.4% | -25.2% | +64.6% | +41.8% |
| 3Y | +38.2% | -56.8% | +95.0% | +47.2% |
| 5Y | +47.6% | -81.7% | +129.3% | +79.4% |
| All | +90.9% | +6.4% | +84.5% | +6.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling