+36.8%
SCHD vs EPAM
-9.2%
+46.0%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.9% | -0.3% |
| 7D | +1.4% | -1.1% | +2.6% | +1.5% |
| 30D | +7.7% | +41.8% | -34.2% | +5.9% |
| 3M | +5.7% | +63.4% | -57.6% | +3.2% |
| 6M | +14.9% | +72.2% | -57.3% | +11.5% |
| YTD | +34.2% | -20.0% | +54.2% | +31.7% |
| 1Y | +36.8% | -9.0% | +45.8% | +28.5% |
| All | +36.8% | -9.2% | +46.0% | +28.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling