+45.8%
EFA vs EPAM
-77.4%
+123.2%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.9% | +3.1% | -0.4% |
| 7D | -1.4% | +13.4% | -14.8% | -3.0% |
| 30D | -1.2% | +47.1% | -48.2% | -5.7% |
| 3M | -5.1% | +71.2% | -76.3% | -11.2% |
| 6M | -1.2% | +48.9% | -50.2% | -6.7% |
| YTD | +7.8% | -22.2% | +30.0% | +9.9% |
| 1Y | +12.2% | -5.2% | +17.3% | +11.3% |
| 3Y | +61.5% | -34.9% | +96.5% | +64.3% |
| All | +45.8% | -77.4% | +123.2% | +59.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling