+57.5%
SCHW vs EPAM
-81.8%
+139.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | -1.6% | -2.2% | +0.6% | -1.2% |
| 30D | -1.1% | +17.8% | -18.8% | -3.7% |
| 3M | +20.4% | +19.9% | +0.5% | +16.0% |
| 6M | +13.6% | -21.6% | +35.2% | +17.0% |
| YTD | +7.7% | -44.0% | +51.7% | +16.4% |
| 1Y | +15.2% | -30.5% | +45.7% | +20.0% |
| 3Y | +87.1% | -56.8% | +143.9% | +104.9% |
| 5Y | +57.5% | -81.7% | +139.2% | +74.9% |
| All | +57.5% | -81.8% | +139.3% | +74.9% |
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