+716.1%
WMT vs EPAM
+1,058.6%
-342.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.9% | +2.1% | -1.4% |
| 7D | +1.6% | +13.4% | -11.8% | +0.4% |
| 30D | +16.1% | +47.1% | -31.0% | +12.2% |
| 3M | +12.3% | +71.2% | -58.9% | +7.2% |
| 6M | -3.1% | +48.9% | -52.0% | -6.8% |
| YTD | +13.4% | -22.2% | +35.6% | +14.4% |
| 1Y | +24.5% | -5.2% | +29.7% | +23.4% |
| 3Y | +135.7% | -34.9% | +170.6% | +137.8% |
| 5Y | +166.8% | -77.4% | +244.2% | +188.6% |
| 10Y | +543.4% | +158.1% | +385.4% | +438.9% |
| All | +716.1% | +1,058.6% | -342.5% | +566.5% |
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