+226.7%
ACWI vs EPAM
+65.3%
+161.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.3% | +0.4% |
| 7D | +0.5% | +2.0% | -1.5% | +0.1% |
| 30D | +0.9% | +6.5% | -5.7% | -0.7% |
| 3M | +2.4% | +19.9% | -17.5% | -2.1% |
| 6M | +12.4% | -16.9% | +29.3% | +15.0% |
| YTD | +15.2% | -42.9% | +58.0% | +26.0% |
| 1Y | +22.7% | -30.4% | +53.1% | +28.3% |
| 3Y | +75.8% | -54.7% | +130.5% | +94.0% |
| 5Y | +67.7% | -81.8% | +149.5% | +114.5% |
| All | +226.7% | +65.3% | +161.4% | +111.8% |
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