+65.9%
EW vs EPAM
-30.1%
+95.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.3% |
| 7D | +4.9% | +2.4% | +2.5% | +4.7% |
| 30D | +23.9% | +42.3% | -18.4% | +20.7% |
| 3M | +15.8% | +60.7% | -44.9% | +11.5% |
| 6M | +31.7% | +80.5% | -48.8% | +25.2% |
| YTD | +25.7% | -20.4% | +46.1% | +26.6% |
| 1Y | +24.4% | -9.6% | +34.0% | +23.9% |
| 3Y | +65.9% | -30.5% | +96.3% | +63.4% |
| All | +65.9% | -30.1% | +95.9% | +63.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling