+74.0%
NTR vs EPAM
+51.6%
+22.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -0.3% | +2.4% | -2.7% | -0.6% |
| 30D | +2.0% | +42.3% | -40.4% | -2.2% |
| 3M | +6.4% | +60.7% | -54.3% | +0.5% |
| 6M | +1.6% | +80.5% | -78.9% | -5.9% |
| YTD | +18.2% | -20.4% | +38.6% | +19.5% |
| 1Y | +23.9% | -9.6% | +33.5% | +23.3% |
| 3Y | +44.7% | -30.5% | +75.1% | +45.2% |
| 5Y | +21.3% | -75.7% | +97.0% | +45.3% |
| All | +74.0% | +51.6% | +22.4% | -7.0% |
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