+23.7%
WMT vs EPAM
-11.8%
+35.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.1% |
| 7D | -1.6% | +9.1% | -10.6% | -1.6% |
| 30D | +12.9% | +38.5% | -25.6% | +12.6% |
| 3M | +12.6% | +61.0% | -48.3% | +12.7% |
| 6M | -3.4% | +58.0% | -61.5% | -3.3% |
| YTD | +13.5% | -23.5% | +37.0% | +8.7% |
| All | +23.7% | -11.8% | +35.5% | +22.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling