-33.5%
CHWY vs EPAM
-34.6%
+1.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.2% | -1.2% |
| 7D | -1.9% | -0.9% | -1.0% | -1.6% |
| 30D | -1.1% | +18.4% | -19.5% | -6.5% |
| 3M | +15.5% | +19.2% | -3.7% | +7.8% |
| 6M | -8.5% | -21.0% | +12.5% | -2.5% |
| YTD | -29.6% | -43.7% | +14.1% | -17.4% |
| 1Y | -44.1% | -29.9% | -14.2% | -39.3% |
| 3Y | +1.2% | -56.5% | +57.8% | +22.5% |
| 5Y | -69.4% | -81.7% | +12.3% | -51.7% |
| All | -33.5% | -34.6% | +1.1% | -46.0% |
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 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