+55.0%
EWY vs EPAM
-9.2%
+64.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.3% | -1.5% |
| 7D | +10.4% | -1.1% | +11.6% | +10.3% |
| 30D | -12.7% | +41.8% | -54.6% | -4.2% |
| 3M | -17.3% | +63.4% | -80.7% | -6.6% |
| 6M | -18.6% | +72.2% | -90.8% | -2.8% |
| YTD | +49.5% | -20.0% | +69.6% | +73.7% |
| 1Y | +55.0% | -9.0% | +64.0% | +68.5% |
| All | +55.0% | -9.2% | +64.2% | +68.5% |
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 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