-75.3%
EPAM vs ARWR
-34.9%
-40.4%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.8% | -0.7% |
| 7D | +2.4% | -17.8% | +20.3% | +6.3% |
| 30D | +42.3% | -18.1% | +60.5% | +47.2% |
| 3M | +60.7% | -44.2% | +104.8% | +79.4% |
| 6M | +80.5% | -38.6% | +119.1% | +95.0% |
| YTD | -20.4% | -28.0% | +7.7% | -18.1% |
| 1Y | -9.6% | +16.1% | -25.7% | -18.4% |
| 3Y | -30.5% | +84.0% | -114.5% | -51.4% |
| All | -75.3% | -34.9% | -40.4% | -77.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling