-41.6%
CHWY vs EPAM
-33.1%
-8.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.0% | -6.0% | -4.0% |
| 7D | -13.6% | +0.7% | -14.4% | -13.8% |
| 30D | -8.5% | +17.6% | -26.1% | -13.3% |
| 3M | +8.9% | +27.1% | -18.2% | -0.5% |
| 6M | -20.5% | -17.0% | -3.5% | -16.7% |
| YTD | -38.2% | -42.4% | +4.3% | -28.0% |
| 1Y | -43.3% | -25.3% | -18.0% | -40.0% |
| 3Y | -8.5% | -55.7% | +47.2% | +10.0% |
| 5Y | -72.7% | -81.2% | +8.5% | -57.5% |
| All | -41.6% | -33.1% | -8.5% | -53.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling