+1,068.7%
SHW vs EPAM
+751.2%
+317.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | +0.9% |
| 7D | -3.2% | +2.0% | -5.2% | -3.6% |
| 30D | -9.5% | +6.5% | -16.0% | -10.9% |
| 3M | +11.5% | +19.9% | -8.5% | +6.9% |
| 6M | -3.5% | -16.9% | +13.4% | -1.4% |
| YTD | +3.7% | -42.9% | +46.6% | +12.9% |
| 1Y | -7.9% | -30.4% | +22.5% | -4.0% |
| 3Y | +24.7% | -54.7% | +79.4% | +37.3% |
| 5Y | +13.6% | -81.8% | +95.4% | +39.6% |
| 10Y | +283.0% | +65.5% | +217.5% | +200.6% |
| All | +1,068.7% | +751.2% | +317.5% | +688.5% |
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