+22.1%
EW vs EPAM
-9.3%
+31.4%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.7% | -5.3% | -0.9% |
| 7D | +9.3% | +18.8% | -9.5% | +8.2% |
| 30D | +22.1% | +44.9% | -22.9% | +19.5% |
| 3M | +13.0% | +68.6% | -55.6% | +9.4% |
| 6M | +30.1% | +65.4% | -35.3% | +25.6% |
| YTD | +22.0% | -19.9% | +41.9% | +20.4% |
| All | +22.1% | -9.3% | +31.4% | +16.3% |
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