+37.5%
ITW vs EPAM
-78.1%
+115.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.6% | +2.2% |
| 7D | -1.1% | +9.1% | -10.2% | -2.3% |
| 30D | +8.6% | +38.5% | -29.9% | +4.4% |
| 3M | -2.7% | +61.0% | -63.7% | -8.1% |
| 6M | +14.0% | +58.0% | -44.1% | +7.3% |
| YTD | +18.6% | -23.5% | +42.1% | +20.6% |
| 1Y | +19.8% | -10.5% | +30.3% | +19.4% |
| 3Y | +34.8% | -33.8% | +68.7% | +36.1% |
| 5Y | +37.5% | -78.1% | +115.6% | +45.5% |
| All | +37.5% | -78.1% | +115.6% | +45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling