+539.8%
SCHD vs EPAM
+1,086.5%
-546.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | +2.7% | +2.4% | +0.3% | +2.3% |
| 30D | +7.1% | +42.3% | -35.2% | +1.5% |
| 3M | +5.7% | +60.7% | -54.9% | -1.7% |
| 6M | +15.6% | +80.5% | -64.9% | +4.9% |
| YTD | +34.9% | -20.4% | +55.3% | +36.6% |
| 1Y | +37.4% | -9.6% | +46.9% | +36.4% |
| 3Y | +74.5% | -30.5% | +105.0% | +75.4% |
| 5Y | +63.7% | -75.7% | +139.4% | +82.9% |
| 10Y | +259.1% | +160.1% | +99.0% | +165.4% |
| All | +539.8% | +1,086.5% | -546.8% | +322.1% |
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