-25.2%
SWKS vs EPAM
-54.6%
+29.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.4% | +5.9% | +4.1% |
| 7D | +12.5% | +2.0% | +10.6% | +12.0% |
| 30D | +10.5% | +6.5% | +4.0% | +8.4% |
| 3M | -7.4% | +19.9% | -27.3% | -12.1% |
| 6M | +32.7% | -16.9% | +49.6% | +38.8% |
| YTD | +19.2% | -42.9% | +62.0% | +38.0% |
| 1Y | +2.4% | -30.4% | +32.8% | +10.7% |
| All | -25.2% | -54.6% | +29.3% | -18.4% |
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