+2.5%
WYNN vs EPAM
+1,086.5%
-1,084.1%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.6% |
| 7D | +2.3% | +2.4% | -0.1% | +1.6% |
| 30D | +15.4% | +42.3% | -27.0% | +3.6% |
| 3M | -16.7% | +60.7% | -77.4% | -28.0% |
| 6M | -11.1% | +80.5% | -91.6% | -27.1% |
| YTD | -28.8% | -20.4% | -8.4% | -27.1% |
| 1Y | -30.2% | -9.6% | -20.6% | -31.2% |
| 3Y | +3.8% | -30.5% | +34.2% | +5.0% |
| 5Y | -6.2% | -75.7% | +69.5% | +16.5% |
| 10Y | +12.6% | +160.1% | -147.5% | -34.6% |
| All | +2.5% | +1,086.5% | -1,084.1% | -59.3% |
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