+547.2%
EWT vs EPAM
+1,093.7%
-546.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.7% | -5.7% | -1.7% |
| 7D | -3.7% | +18.8% | -22.4% | -6.7% |
| 30D | -17.2% | +44.9% | -62.1% | -22.3% |
| 3M | -7.3% | +68.6% | -75.9% | -15.4% |
| 6M | -1.5% | +65.4% | -66.9% | -10.9% |
| YTD | +49.0% | -19.9% | +68.9% | +51.1% |
| 1Y | +50.6% | -10.0% | +60.6% | +49.5% |
| 3Y | +148.9% | -30.3% | +179.1% | +150.7% |
| 5Y | +116.1% | -75.7% | +191.7% | +146.0% |
| 10Y | +427.8% | +167.2% | +260.6% | +269.7% |
| All | +547.2% | +1,093.7% | -546.5% | +269.5% |
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