+136.5%
WMT vs EPAM
-30.1%
+166.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.5% |
| 7D | +2.0% | +2.4% | -0.4% | +1.9% |
| 30D | +10.3% | +42.3% | -32.1% | +8.2% |
| 3M | +11.0% | +60.7% | -49.7% | +8.2% |
| 6M | -2.3% | +80.5% | -82.8% | -5.5% |
| YTD | +15.7% | -20.4% | +36.1% | +16.7% |
| 1Y | +26.0% | -9.6% | +35.6% | +25.7% |
| 3Y | +136.5% | -30.5% | +167.0% | +142.6% |
| All | +136.5% | -30.1% | +166.6% | +142.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling