+195.8%
EWY vs EPAM
+1,058.6%
-862.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -3.9% | +7.9% | +4.7% |
| 7D | -10.4% | +13.4% | -23.8% | -12.9% |
| 30D | -25.4% | +47.1% | -72.5% | -30.7% |
| 3M | -16.5% | +71.2% | -87.7% | -24.6% |
| 6M | -24.7% | +48.9% | -73.6% | -31.4% |
| YTD | +40.9% | -22.2% | +63.2% | +43.5% |
| 1Y | +49.8% | -5.2% | +55.0% | +46.5% |
| 3Y | +134.8% | -34.9% | +169.8% | +139.4% |
| 5Y | +91.4% | -77.4% | +168.8% | +125.5% |
| 10Y | +204.3% | +158.1% | +46.2% | +111.7% |
| All | +195.8% | +1,058.6% | -862.9% | +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 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