+260.6%
SAN vs EPAM
+751.2%
-490.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.3% |
| 7D | +1.8% | +2.0% | -0.2% | +1.3% |
| 30D | +2.0% | +6.5% | -4.5% | 0.0% |
| 3M | +19.7% | +19.9% | -0.2% | +13.4% |
| 6M | +30.6% | -16.9% | +47.6% | +34.0% |
| YTD | +28.8% | -42.9% | +71.7% | +43.1% |
| 1Y | +57.8% | -30.4% | +88.1% | +66.5% |
| 3Y | +338.1% | -54.7% | +392.9% | +391.8% |
| 5Y | +384.2% | -81.8% | +466.0% | +513.5% |
| 10Y | +353.1% | +65.5% | +287.7% | +210.5% |
| All | +260.6% | +751.2% | -490.6% | +82.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling