+717.5%
EW vs EPAM
+1,105.1%
-387.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +20.6% | -19.2% | -2.1% |
| 7D | +6.8% | +23.0% | -16.3% | +2.6% |
| 30D | +16.6% | +51.6% | -35.0% | +7.8% |
| 3M | +13.3% | +50.8% | -37.5% | +4.3% |
| 6M | +21.6% | +51.1% | -29.5% | +11.1% |
| YTD | +18.3% | -19.1% | +37.4% | +19.8% |
| 1Y | +21.7% | +3.0% | +18.7% | +17.7% |
| 3Y | +50.3% | -31.2% | +81.5% | +51.3% |
| 5Y | -15.0% | -76.5% | +61.5% | -0.1% |
| 10Y | +237.5% | +168.4% | +69.0% | +139.8% |
| All | +717.5% | +1,105.1% | -387.6% | +449.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling