-12.8%
EW vs EPAM
-78.1%
+65.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.6% | +4.1% | +2.7% |
| 7D | +12.3% | +9.1% | +3.2% | +10.9% |
| 30D | +22.9% | +38.5% | -15.6% | +17.9% |
| 3M | +16.7% | +61.0% | -44.2% | +9.7% |
| 6M | +31.0% | +58.0% | -27.1% | +22.5% |
| YTD | +22.8% | -23.5% | +46.3% | +25.0% |
| 1Y | +25.6% | -10.5% | +36.1% | +25.1% |
| 3Y | +62.0% | -33.8% | +95.8% | +63.8% |
| 5Y | -12.8% | -78.1% | +65.4% | +7.9% |
| All | -12.8% | -78.1% | +65.3% | +7.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling