+837.7%
SCHG vs EPAM
+1,086.5%
-248.9%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | +2.7% | +2.4% | +0.3% | +2.2% |
| 30D | -5.2% | +42.3% | -47.5% | -13.1% |
| 3M | -5.2% | +60.7% | -65.8% | -15.7% |
| 6M | -0.6% | +80.5% | -81.1% | -15.1% |
| YTD | +4.7% | -20.4% | +25.1% | +6.6% |
| 1Y | +6.0% | -9.6% | +15.6% | +4.6% |
| 3Y | +78.9% | -30.5% | +109.4% | +80.4% |
| 5Y | +69.9% | -75.7% | +145.6% | +103.8% |
| 10Y | +433.0% | +160.1% | +272.9% | +268.5% |
| All | +837.7% | +1,086.5% | -248.9% | +446.3% |
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