+52.2%
EW vs EPAM
-33.7%
+85.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.9% | +5.2% | +1.6% |
| 7D | +11.0% | +13.4% | -2.4% | +9.9% |
| 30D | +19.1% | +47.1% | -28.0% | +15.6% |
| 3M | +14.4% | +71.2% | -56.8% | +9.6% |
| 6M | +22.8% | +48.9% | -26.2% | +18.4% |
| YTD | +19.8% | -22.2% | +42.1% | +20.9% |
| 1Y | +23.9% | -5.2% | +29.1% | +22.9% |
| 3Y | +52.2% | -34.9% | +87.2% | +48.9% |
| All | +52.2% | -33.7% | +85.9% | +48.9% |
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