+423.4%
WMT vs EPAM
+65.2%
+358.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.9% |
| 7D | +0.1% | -0.9% | +1.0% | +0.2% |
| 30D | -5.0% | +18.4% | -23.3% | -6.5% |
| 3M | -11.3% | +19.2% | -30.5% | -13.1% |
| 6M | -13.8% | -21.0% | +7.2% | -12.4% |
| YTD | -4.2% | -43.7% | +39.5% | +0.2% |
| 1Y | +4.6% | -29.9% | +34.4% | +6.6% |
| 3Y | +100.5% | -56.5% | +157.0% | +111.1% |
| 5Y | +129.7% | -81.7% | +211.4% | +162.0% |
| 10Y | +423.4% | +64.5% | +358.9% | +270.8% |
| All | +423.4% | +65.2% | +358.2% | +270.8% |
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 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