-55.0%
EPAM vs SBAC
-8.8%
-46.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.3% | -2.2% |
| 7D | +2.0% | -0.8% | +2.7% | +2.1% |
| 30D | +6.5% | +6.9% | -0.4% | +5.1% |
| 3M | +19.9% | -8.2% | +28.2% | +21.3% |
| 6M | -16.9% | -1.6% | -15.3% | -17.2% |
| YTD | -42.9% | -0.1% | -42.8% | -43.4% |
| 1Y | -30.4% | -0.5% | -29.9% | -31.0% |
| All | -55.0% | -8.8% | -46.1% | -55.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling