+257.9%
SAN vs EPAM
-36.8%
+294.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.6% | +7.7% | +6.3% |
| 7D | +8.7% | +9.1% | -0.3% | +7.5% |
| 30D | -6.5% | +38.5% | -45.0% | -10.5% |
| 3M | -14.2% | +61.0% | -75.1% | -19.6% |
| 6M | +2.7% | +58.0% | -55.3% | -4.3% |
| YTD | +8.9% | -23.5% | +32.3% | +14.2% |
| 1Y | +23.4% | -10.5% | +33.9% | +26.0% |
| 3Y | +257.9% | -33.8% | +291.8% | +258.1% |
| All | +257.9% | -36.8% | +294.7% | +258.1% |
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