+795.5%
SCHW vs EPAM
+1,086.5%
-291.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.8% |
| 7D | +2.0% | +2.4% | -0.4% | +1.4% |
| 30D | -3.6% | +42.3% | -45.9% | -11.8% |
| 3M | -15.0% | +60.7% | -75.6% | -24.5% |
| 6M | +2.6% | +80.5% | -77.9% | -12.4% |
| YTD | -5.7% | -20.4% | +14.7% | -3.7% |
| 1Y | -0.9% | -9.6% | +8.7% | -1.8% |
| 3Y | +79.4% | -30.5% | +109.9% | +81.1% |
| 5Y | +21.2% | -75.7% | +96.9% | +44.5% |
| 10Y | +193.3% | +160.1% | +33.2% | +66.3% |
| All | +795.5% | +1,086.5% | -291.1% | +309.1% |
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