+596.6%
WMT vs EPAM
+751.2%
-154.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -1.0% |
| 7D | +3.9% | +2.0% | +2.0% | +3.8% |
| 30D | -4.4% | +6.5% | -10.9% | -5.0% |
| 3M | -8.8% | +19.9% | -28.7% | -10.4% |
| 6M | -15.6% | -16.9% | +1.3% | -14.8% |
| YTD | -3.2% | -42.9% | +39.7% | +0.4% |
| 1Y | +7.0% | -30.4% | +37.4% | +9.0% |
| 3Y | +105.3% | -54.7% | +160.0% | +113.8% |
| 5Y | +129.3% | -81.8% | +211.1% | +151.6% |
| 10Y | +423.9% | +65.5% | +358.5% | +353.8% |
| All | +596.6% | +751.2% | -154.6% | +484.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling