+514.0%
NTRS vs EPAM
+751.2%
-237.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.5% |
| 7D | +0.4% | +2.0% | -1.6% | 0.0% |
| 30D | +1.7% | +6.5% | -4.8% | -0.2% |
| 3M | +8.9% | +19.9% | -11.1% | +3.4% |
| 6M | +30.6% | -16.9% | +47.5% | +33.9% |
| YTD | +38.7% | -42.9% | +81.6% | +53.3% |
| 1Y | +48.1% | -30.4% | +78.5% | +56.0% |
| 3Y | +165.5% | -54.7% | +220.2% | +197.6% |
| 5Y | +85.6% | -81.8% | +167.4% | +134.0% |
| 10Y | +246.1% | +65.5% | +180.6% | +154.7% |
| All | +514.0% | +751.2% | -237.2% | +264.0% |
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 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