+255.5%
NTRS vs EPAM
+74.2%
+181.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.0% | -1.9% | +0.4% |
| 7D | +1.4% | +0.7% | +0.6% | +1.2% |
| 30D | -0.7% | +17.6% | -18.2% | -4.5% |
| 3M | +11.3% | +27.1% | -15.8% | +3.7% |
| 6M | +35.5% | -17.0% | +52.5% | +39.4% |
| YTD | +40.6% | -42.4% | +83.0% | +56.8% |
| 1Y | +49.2% | -25.3% | +74.5% | +55.3% |
| 3Y | +167.2% | -55.7% | +223.0% | +204.5% |
| 5Y | +94.9% | -81.2% | +176.1% | +154.8% |
| All | +255.5% | +74.2% | +181.3% | +118.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling