+4.3%
EWZ vs EPAM
-4.9%
+9.2%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.9% | +4.5% | +0.6% |
| 7D | -1.5% | +13.4% | -14.9% | -1.2% |
| 30D | -24.5% | +47.1% | -71.6% | -24.4% |
| 3M | -10.7% | +71.2% | -81.9% | -10.6% |
| 6M | -19.1% | +48.9% | -68.0% | -18.8% |
| YTD | +1.6% | -22.2% | +23.9% | +1.9% |
| 1Y | +4.3% | -5.2% | +9.5% | +2.4% |
| All | +4.3% | -4.9% | +9.2% | +2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling