+1,672.7%
NTRA vs EPAM
+126.1%
+1,546.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.0% |
| 7D | +2.7% | +2.4% | +0.3% | +1.7% |
| 30D | -19.2% | +42.3% | -61.5% | -30.7% |
| 3M | +2.7% | +60.7% | -58.0% | -16.6% |
| 6M | +63.4% | +80.5% | -17.1% | +23.8% |
| YTD | +39.3% | -20.4% | +59.7% | +43.7% |
| 1Y | +59.0% | -9.6% | +68.6% | +55.5% |
| 3Y | +557.4% | -30.5% | +587.9% | +564.7% |
| 5Y | +177.4% | -75.7% | +253.1% | +308.4% |
| 10Y | +2,761.8% | +160.1% | +2,601.7% | +1,287.2% |
| All | +1,672.7% | +126.1% | +1,546.7% | +793.7% |
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