-0.6%
SWKS vs EPAM
-31.1%
+30.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +20.6% | -22.7% | -5.8% |
| 7D | -9.2% | +23.0% | -32.2% | -13.1% |
| 30D | -1.9% | +51.6% | -53.5% | -10.3% |
| 3M | +21.2% | +50.8% | -29.6% | +10.1% |
| 6M | +12.9% | +51.1% | -38.2% | +2.1% |
| YTD | +30.7% | -19.1% | +49.9% | +40.2% |
| 1Y | +14.1% | +3.0% | +11.2% | +12.9% |
| All | -0.6% | -31.1% | +30.5% | -1.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling