+289.6%
SWKS vs EPAM
+751.2%
-461.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.4% | +5.9% | +4.3% |
| 7D | +12.5% | +2.0% | +10.6% | +11.8% |
| 30D | +10.5% | +6.5% | +4.0% | +7.5% |
| 3M | -7.4% | +19.9% | -27.3% | -14.4% |
| 6M | +32.7% | -16.9% | +49.6% | +37.2% |
| YTD | +19.2% | -42.9% | +62.0% | +37.7% |
| 1Y | +2.4% | -30.4% | +32.8% | +10.1% |
| 3Y | -25.6% | -54.7% | +29.1% | -12.1% |
| 5Y | -53.4% | -81.8% | +28.4% | -33.0% |
| 10Y | +23.2% | +65.5% | -42.3% | -19.9% |
| All | +289.6% | +751.2% | -461.6% | +76.7% |
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