+307.7%
EWY vs EPAM
+751.2%
-443.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.4% | +7.0% | +5.0% |
| 7D | +4.8% | +2.0% | +2.9% | +4.4% |
| 30D | +11.7% | +6.5% | +5.1% | +10.2% |
| 3M | -7.4% | +19.9% | -27.3% | -11.5% |
| 6M | +40.6% | -16.9% | +57.5% | +43.2% |
| YTD | +94.3% | -42.9% | +137.1% | +110.6% |
| 1Y | +164.3% | -30.4% | +194.7% | +174.4% |
| 3Y | +221.0% | -54.7% | +275.7% | +251.9% |
| 5Y | +139.1% | -81.8% | +220.9% | +192.4% |
| 10Y | +298.8% | +65.5% | +233.3% | +200.9% |
| All | +307.7% | +751.2% | -443.5% | +147.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling