+189.7%
SW vs EPAM
+121.0%
+68.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.6% | +4.7% | +4.2% |
| 7D | +12.1% | +0.8% | +11.2% | +11.8% |
| 30D | +6.6% | +24.9% | -18.4% | +2.4% |
| 3M | -6.0% | +22.6% | -28.6% | -9.8% |
| 6M | +21.5% | +24.2% | -2.7% | +15.5% |
| YTD | +20.3% | -33.0% | +53.3% | +26.6% |
| 1Y | +28.1% | -13.3% | +41.5% | +28.5% |
| 3Y | +51.6% | -42.9% | +94.5% | +59.2% |
| 5Y | -0.1% | -80.8% | +80.7% | +15.1% |
| 10Y | +189.7% | +122.5% | +67.2% | +151.5% |
| All | +189.7% | +121.0% | +68.8% | +151.5% |
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 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