+11.0%
SHW vs EPAM
-75.8%
+86.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.3% |
| 7D | +0.7% | -1.1% | +1.8% | +0.8% |
| 30D | +8.4% | +41.8% | -33.4% | +2.7% |
| 3M | -2.2% | +63.4% | -65.6% | -9.4% |
| 6M | +13.3% | +72.2% | -58.9% | +3.4% |
| YTD | +9.2% | -20.0% | +29.3% | +10.7% |
| 1Y | +2.9% | -9.0% | +11.9% | +2.1% |
| 3Y | +41.1% | -30.4% | +71.5% | +42.2% |
| 5Y | +11.0% | -75.6% | +86.6% | +23.4% |
| All | +11.0% | -75.8% | +86.7% | +23.4% |
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