+271.2%
EW vs EPAM
+157.4%
+113.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | +4.9% | +2.4% | +2.5% | +4.4% |
| 30D | +23.9% | +42.3% | -18.4% | +15.2% |
| 3M | +15.8% | +60.7% | -44.9% | +4.7% |
| 6M | +31.7% | +80.5% | -48.8% | +15.0% |
| YTD | +25.7% | -20.4% | +46.1% | +28.0% |
| 1Y | +24.4% | -9.6% | +34.0% | +23.3% |
| 3Y | +65.9% | -30.5% | +96.3% | +66.5% |
| 5Y | -7.6% | -75.7% | +68.1% | +15.2% |
| All | +271.2% | +157.4% | +113.9% | +76.7% |
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