+133.4%
SWK vs EPAM
+899.0%
-765.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | -0.6% | +13.7% | +13.2% |
| 7D | +17.9% | +0.8% | +17.1% | +17.6% |
| 30D | +31.9% | +24.9% | +7.0% | +24.8% |
| 3M | +16.6% | +22.6% | -6.0% | +10.0% |
| 6M | +61.1% | +24.2% | +36.9% | +49.7% |
| YTD | +64.2% | -33.0% | +97.2% | +76.0% |
| 1Y | +85.2% | -13.3% | +98.5% | +85.4% |
| 3Y | +50.2% | -42.9% | +93.1% | +61.6% |
| 5Y | -22.8% | -80.8% | +58.0% | +0.6% |
| 10Y | +35.8% | +122.5% | -86.8% | -4.4% |
| All | +133.4% | +899.0% | -765.5% | +30.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling