-5.1%
WYNN vs EPAM
+74.2%
-79.4%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.0% | -3.8% | -1.7% |
| 7D | -4.2% | +0.7% | -4.9% | -4.4% |
| 30D | -14.6% | +17.6% | -32.2% | -18.9% |
| 3M | -18.4% | +27.1% | -45.5% | -25.6% |
| 6M | -11.9% | -17.0% | +5.0% | -8.8% |
| YTD | -26.6% | -42.4% | +15.9% | -15.8% |
| 1Y | -28.5% | -25.3% | -3.2% | -24.9% |
| 3Y | -5.1% | -55.7% | +50.6% | +11.6% |
| 5Y | -10.5% | -81.2% | +70.7% | +26.3% |
| All | -5.1% | +74.2% | -79.4% | -55.9% |
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