-34.9%
EPAM vs SBAC
-10.4%
-24.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.9% | -2.0% | -3.6% |
| 7D | +13.4% | +1.2% | +12.2% | +13.1% |
| 30D | +47.1% | +11.2% | +35.9% | +44.4% |
| 3M | +71.2% | +4.5% | +66.7% | +69.8% |
| 6M | +48.9% | -12.2% | +61.1% | +50.4% |
| YTD | -22.2% | -0.1% | -22.1% | -22.9% |
| 1Y | -5.2% | -0.3% | -4.9% | -6.1% |
| 3Y | -34.9% | -8.7% | -26.2% | -37.7% |
| All | -34.9% | -10.4% | -24.6% | -37.7% |
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