+567.5%
NTRA vs EPAM
-31.2%
+598.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.7% | -7.3% | -3.5% |
| 7D | -19.7% | +18.8% | -38.5% | -22.7% |
| 30D | -22.1% | +44.9% | -67.1% | -28.5% |
| 3M | -2.0% | +68.6% | -70.6% | -13.5% |
| 6M | +60.6% | +65.4% | -4.8% | +40.9% |
| YTD | +36.2% | -19.9% | +56.1% | +40.6% |
| 1Y | +51.0% | -10.0% | +61.0% | +51.5% |
| 3Y | +567.5% | -30.3% | +597.7% | +516.1% |
| All | +567.5% | -31.2% | +598.7% | +516.1% |
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 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