+91.0%
EWY vs EPAM
-77.4%
+168.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -3.9% | +7.9% | +4.3% |
| 7D | -10.4% | +13.4% | -23.8% | -11.5% |
| 30D | -25.4% | +47.1% | -72.5% | -28.2% |
| 3M | -16.5% | +71.2% | -87.7% | -21.0% |
| 6M | -24.7% | +48.9% | -73.6% | -28.1% |
| YTD | +40.9% | -22.2% | +63.2% | +45.9% |
| 1Y | +49.8% | -5.2% | +55.0% | +50.5% |
| 3Y | +134.8% | -34.9% | +169.8% | +143.1% |
| All | +91.0% | -77.4% | +168.4% | +112.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling