+1,083.6%
EPAM vs ARWR
+1,013.6%
+70.0%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.6% | -6.8% | +27.4% | +21.6% |
| 7D | +23.0% | -5.0% | +28.0% | +23.6% |
| 30D | +51.6% | -6.6% | +58.2% | +52.6% |
| 3M | +50.8% | -33.9% | +84.7% | +58.8% |
| 6M | +51.1% | -23.3% | +74.4% | +54.5% |
| YTD | -19.1% | -13.5% | -5.7% | -19.2% |
| 1Y | +3.0% | +42.5% | -39.6% | -4.9% |
| 3Y | -31.2% | +104.1% | -135.3% | -43.0% |
| 5Y | -76.5% | -28.8% | -47.7% | -78.4% |
| 10Y | +168.4% | +911.6% | -743.2% | +73.6% |
| All | +1,083.6% | +1,013.6% | +70.0% | +812.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling