+216.8%
ACWI vs EPAM
+180.9%
+35.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +20.6% | -24.4% | -7.5% |
| 7D | -4.0% | +23.0% | -27.0% | -8.1% |
| 30D | -5.8% | +51.6% | -57.4% | -13.4% |
| 3M | -5.0% | +50.8% | -55.8% | -13.1% |
| 6M | +0.7% | +51.1% | -50.4% | -8.7% |
| YTD | +8.4% | -19.1% | +27.6% | +10.3% |
| 1Y | +10.1% | +3.0% | +7.1% | +6.4% |
| 3Y | +70.8% | -31.2% | +101.9% | +72.8% |
| 5Y | +55.4% | -76.5% | +131.9% | +91.6% |
| All | +216.8% | +180.9% | +35.9% | +87.2% |
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