+1,633.2%
NTRA vs EPAM
+127.4%
+1,505.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.7% | -7.3% | -4.4% |
| 7D | -19.7% | +18.8% | -38.5% | -25.8% |
| 30D | -22.1% | +44.9% | -67.1% | -33.7% |
| 3M | -2.0% | +68.6% | -70.6% | -21.9% |
| 6M | +60.6% | +65.4% | -4.8% | +26.0% |
| YTD | +36.2% | -19.9% | +56.1% | +40.2% |
| 1Y | +51.0% | -10.0% | +61.0% | +48.0% |
| 3Y | +567.5% | -30.3% | +597.7% | +574.2% |
| 5Y | +191.6% | -75.7% | +267.2% | +329.5% |
| 10Y | +2,914.3% | +167.2% | +2,747.1% | +1,350.7% |
| All | +1,633.2% | +127.4% | +1,505.8% | +771.9% |
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