+6.0%
SCHG vs EPAM
-8.3%
+14.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | +2.7% | +2.4% | +0.3% | +2.8% |
| 30D | -5.2% | +42.3% | -47.5% | -6.0% |
| 3M | -5.2% | +60.7% | -65.8% | -6.6% |
| 6M | -0.6% | +80.5% | -81.1% | -3.0% |
| YTD | +4.7% | -20.4% | +25.1% | +11.0% |
| 1Y | +6.0% | -9.6% | +15.6% | +6.6% |
| All | +6.0% | -8.3% | +14.3% | +6.6% |
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