+468.3%
WELL vs EPAM
+165.6%
+302.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | 0.0% |
| 7D | +0.1% | +18.5% | -18.4% | -2.6% |
| 30D | +7.8% | +44.0% | -36.3% | +2.0% |
| 3M | +10.2% | +63.0% | -52.7% | +2.2% |
| 6M | +16.4% | +67.3% | -50.9% | +6.5% |
| YTD | +35.2% | -20.5% | +55.7% | +37.2% |
| 1Y | +30.5% | -9.6% | +40.1% | +29.5% |
| 3Y | +206.1% | -30.8% | +236.9% | +207.6% |
| 5Y | +228.3% | -75.6% | +303.9% | +290.9% |
| 10Y | +468.3% | +159.6% | +308.8% | +270.2% |
| All | +468.3% | +165.6% | +302.7% | +270.2% |
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