+790.4%
SCHW vs EPAM
+1,084.1%
-293.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | -0.6% | +18.5% | -19.2% | -4.9% |
| 30D | -4.4% | +44.0% | -48.4% | -12.7% |
| 3M | -13.6% | +63.0% | -76.6% | -23.5% |
| 6M | +5.9% | +67.3% | -61.3% | -8.0% |
| YTD | -6.2% | -20.5% | +14.3% | -4.2% |
| 1Y | -2.2% | -9.6% | +7.4% | -3.2% |
| 3Y | +76.9% | -30.8% | +107.7% | +78.8% |
| 5Y | +21.6% | -75.6% | +97.2% | +44.8% |
| 10Y | +191.7% | +159.6% | +32.1% | +65.4% |
| All | +790.4% | +1,084.1% | -293.7% | +307.0% |
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