+4.7%
EWZ vs EPAM
+751.2%
-746.5%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.3% |
| 7D | +6.5% | +2.0% | +4.5% | +6.1% |
| 30D | +4.8% | +6.5% | -1.7% | +3.2% |
| 3M | +9.9% | +19.9% | -10.0% | +5.0% |
| 6M | +1.9% | -16.9% | +18.9% | +4.2% |
| YTD | +20.3% | -42.9% | +63.2% | +31.1% |
| 1Y | +35.6% | -30.4% | +66.0% | +41.4% |
| 3Y | +43.4% | -54.7% | +98.2% | +58.2% |
| 5Y | +55.9% | -81.8% | +137.8% | +92.3% |
| 10Y | +84.2% | +65.5% | +18.7% | +30.4% |
| All | +4.7% | +751.2% | -746.5% | -42.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling