+147.8%
SW vs EPAM
+65.3%
+82.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.6% | +1.7% |
| 7D | -5.1% | +2.0% | -7.0% | -5.4% |
| 30D | -4.6% | +6.5% | -11.1% | -5.9% |
| 3M | +9.4% | +19.9% | -10.5% | +5.3% |
| 6M | +3.5% | -16.9% | +20.4% | +5.7% |
| YTD | +22.0% | -42.9% | +64.9% | +32.3% |
| 1Y | +2.2% | -30.4% | +32.6% | +6.7% |
| 3Y | +19.6% | -54.7% | +74.3% | +30.8% |
| 5Y | -2.3% | -81.8% | +79.5% | +14.1% |
| All | +147.8% | +65.3% | +82.5% | +122.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling