+442.3%
WELL vs EPAM
+157.4%
+284.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | +0.1% | +2.4% | -2.3% | -0.2% |
| 30D | +5.7% | +42.3% | -36.7% | +0.1% |
| 3M | +4.6% | +60.7% | -56.0% | -2.8% |
| 6M | +11.9% | +80.5% | -68.6% | +1.2% |
| YTD | +33.6% | -20.4% | +54.0% | +35.6% |
| 1Y | +29.8% | -9.6% | +39.4% | +28.8% |
| 3Y | +202.2% | -30.5% | +232.6% | +203.4% |
| 5Y | +223.2% | -75.7% | +298.9% | +285.6% |
| All | +442.3% | +157.4% | +284.9% | +245.5% |
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