+666.8%
EWT vs EPAM
+751.2%
-84.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.2% | +2.2% |
| 7D | +4.0% | +2.0% | +2.0% | +3.6% |
| 30D | +10.3% | +6.5% | +3.8% | +8.9% |
| 3M | +6.1% | +19.9% | -13.8% | +1.9% |
| 6M | +56.6% | -16.9% | +73.6% | +59.5% |
| YTD | +76.6% | -42.9% | +119.5% | +90.2% |
| 1Y | +97.9% | -30.4% | +128.2% | +105.2% |
| 3Y | +198.0% | -54.7% | +252.7% | +223.9% |
| 5Y | +151.8% | -81.8% | +233.6% | +200.8% |
| 10Y | +514.1% | +65.5% | +448.7% | +366.5% |
| All | +666.8% | +751.2% | -84.4% | +365.3% |
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