+74.0%
NTR vs EPAM
+52.2%
+21.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | -1.4% | -1.1% | -0.2% | -1.3% |
| 30D | +2.2% | +41.8% | -39.6% | -2.0% |
| 3M | +6.8% | +63.4% | -56.5% | +0.7% |
| 6M | +0.6% | +72.2% | -71.6% | -6.3% |
| YTD | +18.2% | -20.0% | +38.2% | +19.4% |
| 1Y | +21.3% | -9.0% | +30.4% | +20.6% |
| 3Y | +46.6% | -30.4% | +77.0% | +47.2% |
| 5Y | +21.3% | -75.6% | +96.9% | +45.2% |
| All | +74.0% | +52.2% | +21.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling