+162.6%
EPAM vs ARWR
+906.2%
-743.6%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.2% | -5.1% | -4.1% |
| 7D | +13.4% | -2.9% | +16.3% | +13.6% |
| 30D | +47.1% | -5.4% | +52.5% | +47.9% |
| 3M | +71.2% | -32.2% | +103.4% | +81.2% |
| 6M | +48.9% | -26.5% | +75.4% | +54.1% |
| YTD | -22.2% | -12.4% | -9.8% | -22.5% |
| 1Y | -5.2% | +46.9% | -52.0% | -14.4% |
| 3Y | -34.9% | +116.0% | -150.9% | -48.9% |
| 5Y | -77.4% | -28.0% | -49.4% | -79.7% |
| All | +162.6% | +906.2% | -743.6% | +65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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