+157.7%
EPAM vs ARWR
+921.6%
-763.9%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -15.3% | +13.8% | +0.9% |
| 7D | +9.1% | -17.3% | +26.4% | +12.0% |
| 30D | +38.5% | -21.5% | +60.0% | +43.3% |
| 3M | +61.0% | -43.8% | +104.8% | +75.5% |
| 6M | +58.0% | -32.3% | +90.3% | +65.3% |
| YTD | -23.5% | -25.8% | +2.4% | -21.8% |
| 1Y | -10.5% | +25.5% | -36.1% | -17.5% |
| 3Y | -33.8% | +84.1% | -118.0% | -47.1% |
| 5Y | -78.1% | -39.2% | -38.9% | -79.9% |
| 10Y | +157.7% | +1,072.4% | -914.7% | +61.8% |
| All | +157.7% | +921.6% | -763.9% | +61.8% |
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