+82.9%
SCHG vs EPAM
-81.8%
+164.6%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.1% | -0.6% |
| 7D | -0.9% | -2.2% | +1.3% | -0.5% |
| 30D | -2.3% | +17.8% | -20.1% | -5.1% |
| 3M | +4.5% | +19.9% | -15.4% | +0.3% |
| 6M | +13.6% | -21.6% | +35.1% | +17.5% |
| YTD | +7.6% | -44.0% | +51.6% | +17.7% |
| 1Y | +13.0% | -30.5% | +43.5% | +18.2% |
| 3Y | +87.0% | -56.8% | +143.8% | +107.1% |
| 5Y | +82.9% | -81.7% | +164.6% | +129.0% |
| All | +82.9% | -81.8% | +164.6% | +129.0% |
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