-32.3%
EPAM vs ARWR
+103.1%
-135.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.6% | -6.8% | +27.4% | +21.4% |
| 7D | +23.0% | -5.0% | +28.0% | +23.5% |
| 30D | +51.6% | -6.6% | +58.2% | +52.4% |
| 3M | +50.8% | -33.9% | +84.7% | +58.0% |
| 6M | +51.1% | -23.3% | +74.4% | +54.1% |
| YTD | -19.1% | -13.5% | -5.7% | -19.5% |
| 1Y | +3.0% | +42.5% | -39.6% | -5.7% |
| All | -32.3% | +103.1% | -135.5% | -46.8% |
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 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