+164.3%
EWY vs EPAM
-32.1%
+196.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.4% | +7.0% | +4.2% |
| 7D | +4.8% | +2.0% | +2.9% | +5.1% |
| 30D | +11.7% | +6.5% | +5.1% | +12.8% |
| 3M | -7.4% | +19.9% | -27.3% | -1.1% |
| 6M | +40.6% | -16.9% | +57.5% | +51.0% |
| YTD | +94.3% | -42.9% | +137.1% | +108.4% |
| 1Y | +164.3% | -30.4% | +194.7% | +179.6% |
| All | +164.3% | -32.1% | +196.4% | +179.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling