+28.7%
SWK vs EPAM
+170.1%
-141.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.9% | +3.5% | +0.7% |
| 7D | +11.0% | +13.4% | -2.3% | +6.5% |
| 30D | +30.1% | +47.1% | -17.0% | +16.0% |
| 3M | +14.7% | +71.2% | -56.5% | -2.3% |
| 6M | +44.5% | +48.9% | -4.4% | +25.6% |
| YTD | +59.4% | -22.2% | +81.6% | +64.7% |
| 1Y | +77.5% | -5.2% | +82.7% | +72.6% |
| 3Y | +49.5% | -34.9% | +84.4% | +55.5% |
| 5Y | -24.9% | -77.4% | +52.5% | +1.9% |
| All | +28.7% | +170.1% | -141.4% | -37.4% |
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