+1,723.2%
NTRA vs EPAM
+62.2%
+1,661.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.5% | +1.1% |
| 7D | +0.6% | +2.0% | -1.4% | -0.2% |
| 30D | +19.5% | +6.5% | +13.0% | +16.0% |
| 3M | +47.8% | +19.9% | +27.8% | +34.8% |
| 6M | +61.6% | -16.9% | +78.6% | +70.1% |
| YTD | +43.3% | -42.9% | +86.1% | +71.8% |
| 1Y | +97.0% | -30.4% | +127.4% | +116.5% |
| 3Y | +424.9% | -54.7% | +479.7% | +541.2% |
| 5Y | +165.2% | -81.8% | +247.0% | +340.1% |
| 10Y | +3,114.3% | +65.5% | +3,048.8% | +1,764.7% |
| All | +1,723.2% | +62.2% | +1,661.0% | +968.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling