+32.1%
SWKS vs EPAM
+170.1%
-138.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.9% | +5.1% | +2.4% |
| 7D | -6.2% | +13.4% | -19.5% | -10.8% |
| 30D | -1.5% | +47.1% | -48.6% | -14.3% |
| 3M | +23.0% | +71.2% | -48.2% | +1.0% |
| 6M | +27.6% | +48.9% | -21.3% | +6.9% |
| YTD | +32.3% | -22.2% | +54.6% | +37.4% |
| 1Y | +20.1% | -5.2% | +25.3% | +15.8% |
| 3Y | +0.6% | -34.9% | +35.6% | +5.0% |
| 5Y | -42.3% | -77.4% | +35.1% | -15.7% |
| All | +32.1% | +170.1% | -138.0% | -49.0% |
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 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