+11.1%
WYNN vs EPAM
+738.6%
-727.5%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +1.2% |
| 7D | +1.8% | -0.9% | +2.7% | +2.0% |
| 30D | -9.8% | +18.4% | -28.2% | -14.2% |
| 3M | -11.8% | +19.2% | -31.0% | -17.6% |
| 6M | -8.8% | -21.0% | +12.2% | -4.6% |
| YTD | -22.8% | -43.7% | +20.9% | -11.9% |
| 1Y | -24.1% | -29.9% | +5.8% | -19.2% |
| 3Y | +0.4% | -56.5% | +57.0% | +17.3% |
| 5Y | -8.7% | -81.7% | +73.0% | +22.7% |
| 10Y | +8.3% | +64.5% | -56.2% | -28.2% |
| All | +11.1% | +738.6% | -727.5% | -50.9% |
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 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