+421.0%
WELL vs EPAM
+170.1%
+250.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.9% | +3.7% | +0.4% |
| 7D | +4.4% | +13.4% | -8.9% | +2.3% |
| 30D | +10.8% | +47.1% | -36.3% | +4.5% |
| 3M | +4.2% | +71.2% | -67.0% | -4.1% |
| 6M | +14.0% | +48.9% | -34.9% | +6.2% |
| YTD | +33.4% | -22.2% | +55.7% | +35.9% |
| 1Y | +32.4% | -5.2% | +37.6% | +30.3% |
| 3Y | +194.7% | -34.9% | +229.7% | +199.4% |
| 5Y | +226.5% | -77.4% | +303.9% | +296.5% |
| All | +421.0% | +170.1% | +250.9% | +240.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling