+60.7%
SCHD vs EPAM
-81.7%
+142.4%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -1.0% |
| 7D | -1.1% | -0.9% | -0.3% | -1.1% |
| 30D | +1.5% | +18.4% | -16.8% | -0.1% |
| 3M | +7.4% | +19.2% | -11.8% | +5.2% |
| 6M | +12.4% | -21.0% | +33.3% | +14.2% |
| YTD | +27.5% | -43.7% | +71.2% | +33.3% |
| 1Y | +30.0% | -29.9% | +59.9% | +32.7% |
| 3Y | +56.5% | -56.5% | +113.0% | +64.0% |
| 5Y | +60.7% | -81.7% | +142.3% | +71.4% |
| All | +60.7% | -81.7% | +142.4% | +71.4% |
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