-19.3%
EWZ vs EPAM
+50.2%
-69.5%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +20.6% | -22.2% | -1.2% |
| 7D | -4.2% | +23.0% | -27.2% | -3.8% |
| 30D | -26.1% | +51.6% | -77.7% | -26.2% |
| 3M | -12.0% | +50.8% | -62.9% | -12.1% |
| 6M | -19.3% | +51.1% | -70.4% | -17.7% |
| All | -19.3% | +50.2% | -69.5% | -17.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling