+237.4%
SAN vs EPAM
+170.1%
+67.3%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.9% | +1.6% | -1.4% |
| 7D | +4.9% | +13.4% | -8.5% | +1.5% |
| 30D | -13.0% | +47.1% | -60.1% | -20.8% |
| 3M | -18.9% | +71.2% | -90.0% | -28.9% |
| 6M | -4.1% | +48.9% | -53.1% | -14.6% |
| YTD | +2.6% | -22.2% | +24.8% | +5.7% |
| 1Y | +16.9% | -5.2% | +22.1% | +14.7% |
| 3Y | +239.1% | -34.9% | +274.0% | +248.5% |
| 5Y | +266.8% | -77.4% | +344.2% | +356.1% |
| All | +237.4% | +170.1% | +67.3% | +97.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EPAM.
Daily Out/Under-Performance
Portfolio return minus EPAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EPAM 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 EPAM 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