-55.0%
EPAM vs ARWR
+211.2%
-266.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.3% |
| 7D | +2.0% | +1.7% | +0.3% | +1.7% |
| 30D | +6.5% | -0.7% | +7.2% | +6.6% |
| 3M | +19.9% | +14.9% | +5.1% | +17.0% |
| 6M | -16.9% | +32.6% | -49.6% | -21.2% |
| YTD | -42.9% | +30.0% | -72.9% | -45.8% |
| 1Y | -30.4% | +208.4% | -238.7% | -43.2% |
| All | -55.0% | +211.2% | -266.2% | -66.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling