+455.3%
WELL vs EPAM
+163.7%
+291.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.5% | +1.2% |
| 7D | +3.5% | +9.1% | -5.6% | +1.9% |
| 30D | +9.7% | +38.5% | -28.8% | +4.4% |
| 3M | +4.8% | +61.0% | -56.2% | -2.7% |
| 6M | +16.1% | +58.0% | -42.0% | +7.1% |
| YTD | +34.7% | -23.5% | +58.2% | +37.5% |
| 1Y | +31.9% | -10.5% | +42.5% | +31.1% |
| 3Y | +209.9% | -33.8% | +243.7% | +213.5% |
| 5Y | +226.5% | -78.1% | +304.7% | +299.7% |
| 10Y | +455.3% | +157.7% | +297.6% | +264.4% |
| All | +455.3% | +163.7% | +291.6% | +264.4% |
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 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