+138.5%
EWJ vs EPAM
+65.2%
+73.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.1% |
| 7D | +2.9% | -0.9% | +3.8% | +3.0% |
| 30D | +1.1% | +18.4% | -17.3% | -1.3% |
| 3M | +7.1% | +19.2% | -12.1% | +3.7% |
| 6M | +16.2% | -21.0% | +37.1% | +19.1% |
| YTD | +22.0% | -43.7% | +65.7% | +30.8% |
| 1Y | +26.2% | -29.9% | +56.1% | +30.3% |
| 3Y | +73.5% | -56.5% | +130.0% | +87.9% |
| 5Y | +52.7% | -81.7% | +134.4% | +82.3% |
| 10Y | +138.5% | +64.5% | +74.0% | +68.0% |
| All | +138.5% | +65.2% | +73.3% | +68.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling