+526.6%
WMT vs EPAM
+163.7%
+362.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.3% |
| 7D | -1.6% | +9.1% | -10.6% | -2.6% |
| 30D | +12.9% | +38.5% | -25.6% | +9.3% |
| 3M | +12.6% | +61.0% | -48.3% | +7.4% |
| 6M | -3.4% | +58.0% | -61.5% | -8.2% |
| YTD | +13.5% | -23.5% | +37.0% | +15.0% |
| 1Y | +23.5% | -10.5% | +34.1% | +23.1% |
| 3Y | +137.3% | -33.8% | +171.2% | +139.4% |
| 5Y | +167.9% | -78.1% | +246.0% | +205.6% |
| 10Y | +526.6% | +157.7% | +368.9% | +331.7% |
| All | +526.6% | +163.7% | +362.9% | +331.7% |
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