+78.4%
SCHW vs EPAM
-30.2%
+108.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.2% |
| 7D | -0.6% | +18.5% | -19.2% | -3.1% |
| 30D | -4.4% | +44.0% | -48.4% | -9.6% |
| 3M | -13.6% | +63.0% | -76.6% | -19.9% |
| 6M | +5.9% | +67.3% | -61.3% | -3.1% |
| YTD | -6.2% | -20.5% | +14.3% | -4.4% |
| 1Y | -2.2% | -9.6% | +7.4% | -2.3% |
| All | +78.4% | -30.2% | +108.6% | +76.2% |
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