+216.7%
ACWI vs EPAM
+170.1%
+46.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.9% | +3.8% | +0.6% |
| 7D | -2.4% | +13.4% | -15.7% | -5.1% |
| 30D | -5.2% | +47.1% | -52.3% | -12.4% |
| 3M | -4.8% | +71.2% | -76.0% | -14.8% |
| 6M | -1.3% | +48.9% | -50.2% | -10.3% |
| YTD | +8.4% | -22.2% | +30.6% | +11.0% |
| 1Y | +11.0% | -5.2% | +16.2% | +9.0% |
| 3Y | +70.6% | -34.9% | +105.5% | +74.5% |
| 5Y | +55.3% | -77.4% | +132.7% | +92.9% |
| All | +216.7% | +170.1% | +46.6% | +88.4% |
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