+95.7%
NTR vs EPAM
+6.6%
+89.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.6% | +0.1% |
| 7D | +0.5% | -2.2% | +2.7% | +0.8% |
| 30D | +21.7% | +17.8% | +4.0% | +19.5% |
| 3M | +22.8% | +19.9% | +2.9% | +19.7% |
| 6M | +8.2% | -21.6% | +29.8% | +10.4% |
| YTD | +32.9% | -44.0% | +77.0% | +40.3% |
| 1Y | +45.3% | -30.5% | +75.8% | +49.1% |
| 3Y | +41.7% | -56.8% | +98.4% | +50.9% |
| 5Y | +49.8% | -81.7% | +131.5% | +82.1% |
| All | +95.7% | +6.6% | +89.1% | +9.2% |
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