+877.4%
SCHG vs EPAM
+751.2%
+126.2%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.3% |
| 7D | -0.7% | +2.0% | -2.6% | -1.1% |
| 30D | +0.2% | +6.5% | -6.3% | -1.6% |
| 3M | +2.2% | +19.9% | -17.7% | -3.0% |
| 6M | +15.0% | -16.9% | +32.0% | +18.0% |
| YTD | +9.2% | -42.9% | +52.0% | +21.0% |
| 1Y | +15.7% | -30.4% | +46.1% | +21.9% |
| 3Y | +87.3% | -54.7% | +142.0% | +110.1% |
| 5Y | +84.5% | -81.8% | +166.3% | +137.6% |
| 10Y | +448.7% | +65.5% | +383.3% | +320.3% |
| All | +877.4% | +751.2% | +126.2% | +520.0% |
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 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