+576.6%
ITW vs EPAM
+751.2%
-174.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | -0.2% |
| 7D | -3.6% | +2.0% | -5.5% | -3.9% |
| 30D | -9.1% | +6.5% | -15.7% | -10.4% |
| 3M | +8.2% | +19.9% | -11.7% | +4.1% |
| 6M | -4.8% | -16.9% | +12.2% | -2.9% |
| YTD | +11.0% | -42.9% | +53.9% | +19.7% |
| 1Y | +4.2% | -30.4% | +34.6% | +8.1% |
| 3Y | +17.3% | -54.7% | +72.0% | +27.4% |
| 5Y | +33.0% | -81.8% | +114.8% | +59.7% |
| 10Y | +182.3% | +65.5% | +116.9% | +111.8% |
| All | +576.6% | +751.2% | -174.6% | +312.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling