+421.4%
EWT vs EPAM
+163.7%
+257.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.6% | +8.7% | +7.4% |
| 7D | -5.0% | +9.1% | -14.0% | -6.7% |
| 30D | -16.3% | +38.5% | -54.8% | -21.0% |
| 3M | -7.2% | +61.0% | -68.2% | -14.7% |
| 6M | -0.5% | +58.0% | -58.5% | -9.4% |
| YTD | +50.6% | -23.5% | +74.0% | +54.5% |
| 1Y | +54.8% | -10.5% | +65.4% | +54.2% |
| 3Y | +155.5% | -33.8% | +189.3% | +160.5% |
| 5Y | +116.4% | -78.1% | +194.5% | +163.6% |
| 10Y | +421.4% | +157.7% | +263.7% | +230.0% |
| All | +421.4% | +163.7% | +257.7% | +230.0% |
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