+39.4%
NTR vs EPAM
-29.6%
+69.0%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.3% | -2.4% |
| 7D | -2.5% | -4.5% | +2.0% | -2.3% |
| 30D | +17.0% | +14.6% | +2.4% | +16.4% |
| 3M | +22.2% | +23.1% | -0.9% | +21.1% |
| 6M | +5.2% | -19.5% | +24.6% | +4.7% |
| YTD | +29.7% | -44.1% | +73.8% | +30.8% |
| 1Y | +39.4% | -25.2% | +64.6% | +34.5% |
| All | +39.4% | -29.6% | +69.0% | +34.5% |
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 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