+78.3%
SWK vs EPAM
-10.0%
+88.4%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.7% |
| 7D | -2.3% | +18.5% | -20.8% | -3.0% |
| 30D | +30.4% | +44.0% | -13.6% | +28.1% |
| 3M | +12.1% | +63.0% | -50.8% | +9.2% |
| 6M | +49.1% | +67.3% | -18.2% | +45.7% |
| YTD | +60.4% | -20.5% | +81.0% | +69.8% |
| 1Y | +78.3% | -9.6% | +87.9% | +68.0% |
| All | +78.3% | -10.0% | +88.4% | +68.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling