+48.6%
NTR vs EPAM
-31.2%
+79.8%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.7% | -4.8% | -0.3% |
| 7D | +4.1% | +18.8% | -14.7% | +3.4% |
| 30D | +7.0% | +44.9% | -38.0% | +5.4% |
| 3M | +9.7% | +68.6% | -58.9% | +7.5% |
| 6M | +7.4% | +65.4% | -58.0% | +5.1% |
| YTD | +19.8% | -19.9% | +39.6% | +20.0% |
| 1Y | +25.4% | -10.0% | +35.4% | +24.8% |
| 3Y | +48.6% | -30.3% | +78.9% | +32.7% |
| All | +48.6% | -31.2% | +79.8% | +32.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling