+1,063.0%
EPAM vs SBAC
+361.6%
+701.4%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.5% |
| 7D | +18.5% | -2.8% | +21.3% | +20.0% |
| 30D | +44.0% | +3.1% | +40.9% | +41.5% |
| 3M | +63.0% | +5.1% | +57.8% | +58.2% |
| 6M | +67.3% | -11.4% | +78.6% | +75.1% |
| YTD | -20.5% | +0.2% | -20.7% | -23.2% |
| 1Y | -9.6% | -3.9% | -5.7% | -11.0% |
| 3Y | -30.8% | -7.7% | -23.2% | -33.5% |
| 5Y | -75.6% | -39.7% | -35.9% | -70.6% |
| 10Y | +159.6% | +111.9% | +47.7% | +74.3% |
| All | +1,063.0% | +361.6% | +701.4% | +437.4% |
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