+37.1%
SCHD vs EPAM
-9.8%
+46.9%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.6% |
| 7D | -0.5% | +18.5% | -19.1% | -1.2% |
| 30D | +8.3% | +44.0% | -35.7% | +6.4% |
| 3M | +5.9% | +63.0% | -57.0% | +3.4% |
| 6M | +15.3% | +67.3% | -52.0% | +11.9% |
| YTD | +34.5% | -20.5% | +55.1% | +32.0% |
| All | +37.1% | -9.8% | +46.9% | +28.8% |
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 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