+185.1%
ITW vs EPAM
+69.2%
+115.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -2.4% | -4.5% | +2.1% | -1.6% |
| 30D | -9.5% | +14.6% | -24.2% | -11.8% |
| 3M | +6.6% | +23.1% | -16.4% | +1.9% |
| 6M | -1.8% | -19.5% | +17.7% | +0.9% |
| YTD | +9.0% | -44.1% | +53.1% | +18.6% |
| 1Y | +3.6% | -25.2% | +28.8% | +6.2% |
| 3Y | +19.4% | -56.8% | +76.3% | +31.7% |
| 5Y | +36.4% | -81.7% | +118.1% | +70.1% |
| All | +185.1% | +69.2% | +115.9% | +74.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EPAM.
Daily Out/Under-Performance
Portfolio return minus EPAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EPAM 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 10y: compounded portfolio wealth divided by compounded EPAM 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…
10y analysis · Full analysis span regression · 6 months rolling