+23.9%
NTR vs EPAM
-8.3%
+32.3%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | -0.3% | +2.4% | -2.7% | -0.4% |
| 30D | +2.0% | +42.3% | -40.4% | +1.3% |
| 3M | +6.4% | +60.7% | -54.3% | +5.4% |
| 6M | +1.6% | +80.5% | -78.9% | +0.6% |
| YTD | +18.2% | -20.4% | +38.6% | +16.0% |
| 1Y | +23.9% | -9.6% | +33.5% | +17.2% |
| All | +23.9% | -8.3% | +32.3% | +17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling