+156.4%
EWT vs EPAM
-81.7%
+238.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.4% |
| 7D | +1.6% | -0.9% | +2.5% | +1.7% |
| 30D | +8.2% | +18.4% | -10.2% | +6.3% |
| 3M | +11.1% | +19.2% | -8.2% | +8.4% |
| 6M | +60.4% | -21.0% | +81.4% | +64.3% |
| YTD | +75.6% | -43.7% | +119.3% | +86.7% |
| 1Y | +91.3% | -29.9% | +121.2% | +97.2% |
| 3Y | +200.3% | -56.5% | +256.8% | +221.2% |
| 5Y | +156.4% | -81.7% | +238.1% | +185.0% |
| All | +156.4% | -81.7% | +238.1% | +185.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling