-69.9%
CHWY vs EPAM
-75.7%
+5.8%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | +0.1% | -0.2% |
| 7D | -0.2% | +2.4% | -2.6% | -0.9% |
| 30D | +8.1% | +42.3% | -34.2% | -2.9% |
| 3M | +0.3% | +60.7% | -60.4% | -13.1% |
| 6M | +4.0% | +80.5% | -76.5% | -13.8% |
| YTD | -31.9% | -20.4% | -11.5% | -30.0% |
| 1Y | -32.8% | -9.6% | -23.2% | -33.4% |
| 3Y | +16.0% | -30.5% | +46.5% | +17.9% |
| All | -69.9% | -75.7% | +5.8% | -61.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling