+167.2%
EPAM vs SBAC
+103.9%
+63.3%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.6% | +4.1% | +4.4% |
| 7D | +18.8% | +3.6% | +15.1% | +16.6% |
| 30D | +44.9% | +4.9% | +40.0% | +41.3% |
| 3M | +68.6% | +6.5% | +62.1% | +62.7% |
| 6M | +65.4% | -11.1% | +76.5% | +73.0% |
| YTD | -19.9% | +0.9% | -20.8% | -22.8% |
| 1Y | -10.0% | -1.6% | -8.5% | -12.4% |
| 3Y | -30.3% | -7.0% | -23.3% | -33.4% |
| 5Y | -75.7% | -39.2% | -36.4% | -70.4% |
| 10Y | +167.2% | +111.4% | +55.8% | +108.5% |
| All | +167.2% | +103.9% | +63.3% | +108.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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