+195.2%
WELL vs EPAM
-31.1%
+226.3%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +20.6% | -21.7% | -1.3% |
| 7D | +5.3% | +23.0% | -17.8% | +4.9% |
| 30D | +8.7% | +51.6% | -42.9% | +8.0% |
| 3M | +3.8% | +50.8% | -47.0% | +3.1% |
| 6M | +15.4% | +51.1% | -35.8% | +14.3% |
| YTD | +33.7% | -19.1% | +52.8% | +35.0% |
| 1Y | +33.6% | +3.0% | +30.7% | +33.0% |
| All | +195.2% | -31.1% | +226.3% | +198.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling