+327.4%
SWKS vs EPAM
+1,105.1%
-777.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +20.6% | -22.7% | -8.4% |
| 7D | -9.2% | +23.0% | -32.2% | -15.7% |
| 30D | -1.9% | +51.6% | -53.5% | -14.9% |
| 3M | +21.2% | +50.8% | -29.6% | +4.2% |
| 6M | +12.9% | +51.1% | -38.2% | -4.8% |
| YTD | +30.7% | -19.1% | +49.9% | +33.4% |
| 1Y | +14.1% | +3.0% | +11.2% | +7.0% |
| 3Y | -1.7% | -31.2% | +29.5% | +0.4% |
| 5Y | -43.0% | -76.5% | +33.5% | -24.6% |
| 10Y | +34.3% | +168.4% | -134.1% | -25.6% |
| All | +327.4% | +1,105.1% | -777.7% | +71.1% |
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