+29.2%
SWK vs EPAM
+180.9%
-151.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +20.6% | -23.2% | -8.1% |
| 7D | +11.3% | +23.0% | -11.8% | +4.4% |
| 30D | +28.1% | +51.6% | -23.5% | +13.4% |
| 3M | +12.6% | +50.8% | -38.2% | -1.0% |
| 6M | +51.7% | +51.1% | +0.6% | +31.5% |
| YTD | +60.0% | -19.1% | +79.1% | +63.6% |
| 1Y | +72.7% | +3.0% | +69.7% | +63.9% |
| 3Y | +46.3% | -31.2% | +77.5% | +49.9% |
| 5Y | -24.6% | -76.5% | +51.9% | +1.2% |
| All | +29.2% | +180.9% | -151.7% | -37.9% |
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 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