+19.0%
EWZ vs EPAM
-33.7%
+52.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.9% | +4.5% | +1.0% |
| 7D | -1.5% | +13.4% | -14.9% | -2.6% |
| 30D | -24.5% | +47.1% | -71.6% | -27.4% |
| 3M | -10.7% | +71.2% | -81.9% | -15.6% |
| 6M | -19.1% | +48.9% | -68.0% | -22.7% |
| YTD | +1.6% | -22.2% | +23.9% | +5.0% |
| 1Y | +4.3% | -5.2% | +9.5% | +4.2% |
| 3Y | +19.0% | -34.9% | +53.9% | +22.6% |
| All | +19.0% | -33.7% | +52.7% | +22.6% |
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