+534.7%
WMT vs EPAM
+158.4%
+376.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.4% |
| 7D | -1.2% | -1.1% | -0.1% | -1.1% |
| 30D | +12.4% | +41.8% | -29.5% | +8.6% |
| 3M | +9.0% | +63.4% | -54.3% | +3.9% |
| 6M | -3.0% | +72.2% | -75.2% | -8.5% |
| YTD | +14.0% | -20.0% | +34.0% | +15.0% |
| 1Y | +23.0% | -9.0% | +32.1% | +22.4% |
| 3Y | +135.1% | -30.4% | +165.5% | +136.0% |
| 5Y | +172.7% | -75.6% | +248.3% | +205.3% |
| All | +534.7% | +158.4% | +376.2% | +336.7% |
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