+200.9%
EWJ vs EPAM
+1,093.7%
-892.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.7% | -5.9% | -1.8% |
| 7D | -2.4% | +18.8% | -21.2% | -5.1% |
| 30D | -7.6% | +44.9% | -52.6% | -12.8% |
| 3M | -5.9% | +68.6% | -74.5% | -13.2% |
| 6M | -1.5% | +65.4% | -66.9% | -9.8% |
| YTD | +12.6% | -19.9% | +32.4% | +14.0% |
| 1Y | +12.7% | -10.0% | +22.7% | +12.0% |
| 3Y | +63.1% | -30.3% | +93.3% | +64.0% |
| 5Y | +48.2% | -75.7% | +123.9% | +66.5% |
| 10Y | +123.1% | +167.2% | -44.1% | +56.9% |
| All | +200.9% | +1,093.7% | -892.8% | +82.5% |
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