+243.5%
SAN vs EPAM
-30.1%
+273.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.7% |
| 7D | +4.0% | +2.4% | +1.6% | +3.7% |
| 30D | -7.8% | +42.3% | -50.1% | -12.0% |
| 3M | -16.4% | +60.7% | -77.0% | -21.6% |
| 6M | +3.5% | +80.5% | -77.0% | -5.5% |
| YTD | +6.7% | -20.4% | +27.1% | +11.4% |
| 1Y | +14.5% | -9.6% | +24.1% | +16.9% |
| 3Y | +243.5% | -30.5% | +274.0% | +239.4% |
| All | +243.5% | -30.1% | +273.6% | +239.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling