+21.7%
ITW vs EPAM
-54.6%
+76.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | -0.3% |
| 7D | -3.6% | +2.0% | -5.5% | -3.8% |
| 30D | -9.1% | +6.5% | -15.7% | -9.9% |
| 3M | +8.2% | +19.9% | -11.7% | +5.7% |
| 6M | -4.8% | -16.9% | +12.2% | -3.1% |
| YTD | +11.0% | -42.9% | +53.9% | +17.8% |
| 1Y | +4.2% | -30.4% | +34.6% | +6.8% |
| All | +21.7% | -54.6% | +76.3% | +25.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling