+206.7%
EWY vs EPAM
+1,040.5%
-833.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.6% | +5.3% | +4.0% |
| 7D | -6.3% | +9.1% | -15.3% | -8.3% |
| 30D | -19.8% | +38.5% | -58.3% | -24.7% |
| 3M | -14.4% | +61.0% | -75.4% | -22.0% |
| 6M | -25.3% | +58.0% | -83.3% | -32.7% |
| YTD | +46.2% | -23.5% | +69.6% | +49.2% |
| 1Y | +58.3% | -10.5% | +68.8% | +56.5% |
| 3Y | +155.0% | -33.8% | +188.8% | +158.8% |
| 5Y | +99.5% | -78.1% | +177.6% | +136.5% |
| 10Y | +219.4% | +157.7% | +61.7% | +122.3% |
| All | +206.7% | +1,040.5% | -833.8% | +75.1% |
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 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