+49.2%
NTRS vs EPAM
-24.0%
+73.2%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.0% | -1.9% | +0.8% |
| 7D | +1.4% | +0.7% | +0.6% | +1.3% |
| 30D | -0.7% | +17.6% | -18.2% | -2.3% |
| 3M | +11.3% | +27.1% | -15.8% | +7.7% |
| 6M | +35.5% | -17.0% | +52.5% | +40.3% |
| YTD | +40.6% | -42.4% | +83.0% | +54.1% |
| 1Y | +49.2% | -25.3% | +74.5% | +54.3% |
| All | +49.2% | -24.0% | +73.2% | +54.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling