+191.6%
NTRA vs EPAM
-76.7%
+268.3%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.7% | -7.3% | -3.8% |
| 7D | -19.7% | +18.8% | -38.5% | -24.0% |
| 30D | -22.1% | +44.9% | -67.1% | -30.5% |
| 3M | -2.0% | +68.6% | -70.6% | -16.6% |
| 6M | +60.6% | +65.4% | -4.8% | +35.4% |
| YTD | +36.2% | -19.9% | +56.1% | +39.9% |
| 1Y | +51.0% | -10.0% | +61.0% | +49.7% |
| 3Y | +567.5% | -30.3% | +597.7% | +579.0% |
| 5Y | +191.6% | -75.7% | +267.2% | +311.3% |
| All | +191.6% | -76.7% | +268.3% | +311.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling