+13.1%
ACWI vs EPAM
-8.3%
+21.4%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | +2.4% | +2.4% | 0.0% | +2.5% |
| 30D | -1.7% | +42.3% | -44.0% | -1.5% |
| 3M | -3.9% | +60.7% | -64.6% | -4.0% |
| 6M | +0.8% | +80.5% | -79.7% | +0.7% |
| YTD | +11.0% | -20.4% | +31.4% | +16.2% |
| 1Y | +13.1% | -9.6% | +22.7% | +13.3% |
| All | +13.1% | -8.3% | +21.4% | +13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling