+78.9%
SCHG vs EPAM
-30.1%
+109.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | +2.7% | +2.4% | +0.3% | +2.5% |
| 30D | -5.2% | +42.3% | -47.5% | -9.5% |
| 3M | -5.2% | +60.7% | -65.8% | -11.2% |
| 6M | -0.6% | +80.5% | -81.1% | -9.3% |
| YTD | +4.7% | -20.4% | +25.1% | +9.2% |
| 1Y | +6.0% | -9.6% | +15.6% | +7.8% |
| 3Y | +78.9% | -30.5% | +109.4% | +82.2% |
| All | +78.9% | -30.1% | +109.0% | +82.2% |
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