+1,083.6%
EPAM vs SBAC
+369.0%
+714.6%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.6% | -1.2% | +21.9% | +21.2% |
| 7D | +23.0% | +4.4% | +18.6% | +20.4% |
| 30D | +51.6% | +13.8% | +37.8% | +42.0% |
| 3M | +50.8% | +9.0% | +41.8% | +43.7% |
| 6M | +51.1% | -10.0% | +61.2% | +57.1% |
| YTD | -19.1% | +1.8% | -20.9% | -22.4% |
| 1Y | +3.0% | +1.1% | +1.8% | -1.1% |
| 3Y | -31.2% | -9.5% | -21.6% | -33.1% |
| 5Y | -76.5% | -39.0% | -37.5% | -71.8% |
| 10Y | +168.4% | +101.1% | +67.3% | +84.1% |
| All | +1,083.6% | +369.0% | +714.6% | +442.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling