+266.6%
EW vs EPAM
+158.4%
+108.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | +4.9% | -1.1% | +6.1% | +5.1% |
| 30D | +24.1% | +41.8% | -17.8% | +15.4% |
| 3M | +13.7% | +63.4% | -49.7% | +2.5% |
| 6M | +32.7% | +72.2% | -39.5% | +17.0% |
| YTD | +24.1% | -20.0% | +44.1% | +26.3% |
| 1Y | +23.6% | -9.0% | +32.7% | +22.4% |
| 3Y | +64.8% | -30.4% | +95.2% | +65.4% |
| 5Y | -8.8% | -75.6% | +66.8% | +13.7% |
| All | +266.6% | +158.4% | +108.1% | +74.3% |
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 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