+520.8%
EWT vs EPAM
+63.0%
+457.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | +2.1% | -2.2% | +4.3% | +2.5% |
| 30D | +9.4% | +17.8% | -8.4% | +6.5% |
| 3M | +10.9% | +19.9% | -9.0% | +6.4% |
| 6M | +57.9% | -21.6% | +79.5% | +62.9% |
| YTD | +75.9% | -44.0% | +119.9% | +91.2% |
| 1Y | +89.7% | -30.5% | +120.2% | +97.4% |
| 3Y | +200.9% | -56.8% | +257.7% | +231.6% |
| 5Y | +154.5% | -81.7% | +236.2% | +214.0% |
| 10Y | +520.8% | +68.4% | +452.4% | +318.7% |
| All | +520.8% | +63.0% | +457.7% | +318.7% |
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