-35.6%
CHWY vs EPAM
-7.5%
-28.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | +0.1% | -0.2% |
| 7D | -0.2% | +2.4% | -2.6% | -1.0% |
| 30D | +8.1% | +42.3% | -34.2% | -4.7% |
| 3M | +0.3% | +60.7% | -60.4% | -15.3% |
| 6M | +4.0% | +80.5% | -76.5% | -16.6% |
| YTD | -31.9% | -20.4% | -11.5% | -29.6% |
| 1Y | -32.8% | -9.6% | -23.2% | -33.5% |
| 3Y | +16.0% | -30.5% | +46.5% | +18.0% |
| 5Y | -70.7% | -75.7% | +5.0% | -58.1% |
| All | -35.6% | -7.5% | -28.2% | -54.0% |
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