+86.9%
NTRS vs EPAM
-81.8%
+168.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | +0.9% | -2.2% | +3.0% | +1.3% |
| 30D | -1.2% | +17.8% | -19.0% | -4.2% |
| 3M | +8.8% | +19.9% | -11.1% | +4.2% |
| 6M | +34.7% | -21.6% | +56.3% | +39.4% |
| YTD | +37.2% | -44.0% | +81.3% | +50.5% |
| 1Y | +46.3% | -30.5% | +76.8% | +53.4% |
| 3Y | +163.2% | -56.8% | +220.0% | +192.1% |
| 5Y | +86.9% | -81.7% | +168.6% | +110.5% |
| All | +86.9% | -81.8% | +168.7% | +110.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling