+43.9%
SHW vs EPAM
-30.2%
+74.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.2% |
| 7D | -2.1% | +18.5% | -20.7% | -4.5% |
| 30D | +11.1% | +44.0% | -32.9% | +5.6% |
| 3M | -2.2% | +63.0% | -65.1% | -8.7% |
| 6M | +14.3% | +67.3% | -52.9% | +5.6% |
| YTD | +10.6% | -20.5% | +31.1% | +12.8% |
| 1Y | +4.1% | -9.6% | +13.7% | +3.6% |
| All | +43.9% | -30.2% | +74.1% | +41.9% |
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 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