+220.8%
WELL vs EPAM
-76.7%
+297.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.7% | -4.5% | -0.2% |
| 7D | +2.7% | +18.8% | -16.1% | +1.4% |
| 30D | +9.8% | +44.9% | -35.1% | +7.0% |
| 3M | +5.8% | +68.6% | -62.8% | +1.8% |
| 6M | +16.2% | +65.4% | -49.2% | +11.5% |
| YTD | +34.9% | -19.9% | +54.8% | +36.2% |
| 1Y | +31.0% | -10.0% | +41.0% | +30.9% |
| 3Y | +205.4% | -30.3% | +235.7% | +207.4% |
| 5Y | +220.8% | -75.7% | +296.5% | +249.0% |
| All | +220.8% | -76.7% | +297.6% | +249.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling