+172.5%
NTRA vs EPAM
-81.7%
+254.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.2% | -0.8% |
| 7D | +1.1% | -0.9% | +1.9% | +1.3% |
| 30D | +0.6% | +18.4% | -17.7% | -4.3% |
| 3M | +51.8% | +19.2% | +32.6% | +42.4% |
| 6M | +63.6% | -21.0% | +84.5% | +72.6% |
| YTD | +41.5% | -43.7% | +85.2% | +62.8% |
| 1Y | +93.6% | -29.9% | +123.5% | +107.8% |
| 3Y | +498.0% | -56.5% | +554.6% | +605.5% |
| 5Y | +172.5% | -81.7% | +254.1% | +311.8% |
| All | +172.5% | -81.7% | +254.2% | +311.8% |
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