+51.1%
EPAM vs ARWR
-25.6%
+76.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.6% | -6.8% | +27.4% | +19.9% |
| 7D | +23.0% | -5.0% | +28.0% | +22.3% |
| 30D | +51.6% | -6.6% | +58.2% | +50.5% |
| 3M | +50.8% | -33.9% | +84.7% | +47.5% |
| 6M | +51.1% | -23.3% | +74.4% | +51.7% |
| All | +51.1% | -25.6% | +76.7% | +51.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling