+200.0%
EFA vs EPAM
+1,040.5%
-840.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.6% | +4.6% | +3.3% |
| 7D | +1.2% | +9.1% | -7.8% | -0.6% |
| 30D | +1.5% | +38.5% | -37.0% | -4.3% |
| 3M | -3.3% | +61.0% | -64.3% | -11.3% |
| 6M | +2.6% | +58.0% | -55.5% | -6.7% |
| YTD | +11.0% | -23.5% | +34.5% | +13.4% |
| 1Y | +15.1% | -10.5% | +25.7% | +14.3% |
| 3Y | +67.6% | -33.8% | +101.5% | +70.0% |
| 5Y | +50.5% | -78.1% | +128.6% | +75.3% |
| 10Y | +144.8% | +157.7% | -12.9% | +70.7% |
| All | +200.0% | +1,040.5% | -840.5% | +75.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling