+293.2%
EWY vs EPAM
+65.2%
+227.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.0% | +0.8% |
| 7D | +8.0% | -0.9% | +8.9% | +8.2% |
| 30D | +14.3% | +18.4% | -4.0% | +10.8% |
| 3M | +2.3% | +19.2% | -16.9% | -2.3% |
| 6M | +49.9% | -21.0% | +70.8% | +54.9% |
| YTD | +95.3% | -43.7% | +139.1% | +114.5% |
| 1Y | +161.7% | -29.9% | +191.6% | +172.5% |
| 3Y | +230.2% | -56.5% | +286.7% | +269.2% |
| 5Y | +148.1% | -81.7% | +229.8% | +219.4% |
| 10Y | +293.2% | +64.5% | +228.6% | +145.0% |
| All | +293.2% | +65.2% | +227.9% | +145.0% |
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