+54.1%
NTRA vs EPAM
-9.2%
+63.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.9% |
| 7D | -11.2% | -1.1% | -10.1% | -11.0% |
| 30D | -18.4% | +41.8% | -60.2% | -23.2% |
| 3M | +2.2% | +63.4% | -61.1% | -7.1% |
| 6M | +58.1% | +72.2% | -14.1% | +40.9% |
| YTD | +41.0% | -20.0% | +61.0% | +46.1% |
| 1Y | +54.1% | -9.0% | +63.2% | +65.9% |
| All | +54.1% | -9.2% | +63.4% | +65.9% |
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