+44.7%
EWZ vs EPAM
-54.6%
+99.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.4% |
| 7D | +6.5% | +2.0% | +4.5% | +6.3% |
| 30D | +4.8% | +6.5% | -1.7% | +3.9% |
| 3M | +9.9% | +19.9% | -10.0% | +7.0% |
| 6M | +1.9% | -16.9% | +18.9% | +4.1% |
| YTD | +20.3% | -42.9% | +63.2% | +29.2% |
| 1Y | +35.6% | -30.4% | +66.0% | +40.1% |
| All | +44.7% | -54.6% | +99.3% | +57.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling