+37.0%
ITW vs EPAM
-81.4%
+118.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -10.0% |
| 3M | +8.2% | +19.9% | -11.7% | +5.5% |
| 6M | -4.8% | -16.9% | +12.2% | -3.4% |
| YTD | +11.0% | -42.9% | +53.9% | +17.1% |
| 1Y | +4.2% | -30.4% | +34.6% | +6.9% |
| 3Y | +17.3% | -54.7% | +72.0% | +23.9% |
| All | +37.0% | -81.4% | +118.5% | +49.6% |
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