+295.2%
SCHW vs EPAM
+69.2%
+226.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.9% | +0.8% |
| 7D | -2.8% | -4.5% | +1.7% | -1.8% |
| 30D | -0.1% | +14.6% | -14.7% | -3.1% |
| 3M | +20.6% | +23.1% | -2.5% | +13.9% |
| 6M | +15.9% | -19.5% | +35.4% | +20.1% |
| YTD | +8.5% | -44.1% | +52.6% | +21.0% |
| 1Y | +17.8% | -25.2% | +43.0% | +22.5% |
| 3Y | +88.5% | -56.8% | +145.4% | +114.2% |
| 5Y | +60.6% | -81.7% | +142.4% | +107.7% |
| All | +295.2% | +69.2% | +226.0% | +113.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling