+88.3%
SCHG vs EPAM
-56.4%
+144.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.6% |
| 7D | -0.1% | -0.9% | +0.8% | +0.1% |
| 30D | -1.5% | +18.4% | -19.8% | -3.9% |
| 3M | +4.4% | +19.2% | -14.8% | +1.0% |
| 6M | +15.7% | -21.0% | +36.7% | +20.0% |
| YTD | +8.3% | -43.7% | +52.0% | +18.9% |
| 1Y | +14.2% | -29.9% | +44.1% | +19.5% |
| 3Y | +88.3% | -56.5% | +144.8% | +105.7% |
| All | +88.3% | -56.4% | +144.6% | +105.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling