+20.1%
SWKS vs EPAM
-4.9%
+25.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.9% | +5.1% | +1.3% |
| 7D | -6.2% | +13.4% | -19.5% | -6.4% |
| 30D | -1.5% | +47.1% | -48.6% | -3.0% |
| 3M | +23.0% | +71.2% | -48.2% | +19.8% |
| 6M | +27.6% | +48.9% | -21.3% | +27.0% |
| YTD | +32.3% | -22.2% | +54.6% | +47.3% |
| 1Y | +20.1% | -5.2% | +25.3% | +24.0% |
| All | +20.1% | -4.9% | +25.1% | +24.0% |
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