+630.6%
WELL vs EPAM
+751.2%
-120.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.3% | -1.8% |
| 7D | -0.8% | +2.0% | -2.7% | -1.0% |
| 30D | -0.1% | +6.5% | -6.6% | -1.1% |
| 3M | +18.0% | +19.9% | -1.9% | +14.7% |
| 6M | +15.0% | -16.9% | +31.9% | +16.6% |
| YTD | +28.6% | -42.9% | +71.5% | +36.1% |
| 1Y | +42.9% | -30.4% | +73.3% | +46.7% |
| 3Y | +203.0% | -54.7% | +257.7% | +222.6% |
| 5Y | +206.9% | -81.8% | +288.7% | +254.9% |
| 10Y | +339.5% | +65.5% | +274.0% | +264.2% |
| All | +630.6% | +751.2% | -120.6% | +446.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling