-14.0%
EPAM vs ARWR
+20.5%
-34.6%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -15.3% | +13.8% | -1.4% |
| 7D | +9.1% | -17.3% | +26.4% | +9.1% |
| 30D | +38.5% | -21.5% | +60.0% | +38.7% |
| 3M | +61.0% | -43.8% | +104.8% | +63.5% |
| 6M | +58.0% | -32.3% | +90.3% | +58.3% |
| YTD | -23.5% | -25.8% | +2.4% | -24.3% |
| All | -14.0% | +20.5% | -34.6% | -15.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling