+81.1%
EWZ vs EPAM
+65.3%
+15.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.2% |
| 7D | +6.5% | +2.0% | +4.5% | +6.1% |
| 30D | +4.8% | +6.5% | -1.7% | +3.1% |
| 3M | +9.9% | +19.9% | -10.0% | +4.7% |
| 6M | +1.9% | -16.9% | +18.9% | +4.5% |
| YTD | +20.3% | -42.9% | +63.2% | +32.1% |
| 1Y | +35.6% | -30.4% | +66.0% | +41.8% |
| 3Y | +43.4% | -54.7% | +98.2% | +59.5% |
| 5Y | +55.9% | -81.8% | +137.8% | +104.9% |
| All | +81.1% | +65.3% | +15.8% | +7.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling