+161.7%
EWY vs EPAM
-32.1%
+193.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.0% | +0.3% |
| 7D | +8.0% | -0.9% | +8.9% | +7.9% |
| 30D | +14.3% | +18.4% | -4.0% | +17.5% |
| 3M | +2.3% | +19.2% | -16.9% | +9.0% |
| 6M | +49.9% | -21.0% | +70.8% | +60.7% |
| YTD | +95.3% | -43.7% | +139.1% | +109.1% |
| 1Y | +161.7% | -29.9% | +191.6% | +176.1% |
| All | +161.7% | -32.1% | +193.8% | +176.1% |
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