+87.3%
NTRA vs EPAM
-30.2%
+117.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.0% |
| 7D | +1.6% | -2.2% | +3.7% | +2.1% |
| 30D | +3.8% | +17.8% | -14.0% | -0.2% |
| 3M | +48.2% | +19.9% | +28.3% | +40.9% |
| 6M | +61.0% | -21.6% | +82.5% | +68.8% |
| YTD | +44.2% | -44.0% | +88.2% | +61.3% |
| 1Y | +87.3% | -30.5% | +117.8% | +102.1% |
| All | +87.3% | -30.2% | +117.5% | +102.1% |
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