+1,067.4%
SCCO vs EPAM
+69.2%
+998.2%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.1% | -7.1% | -7.2% |
| 7D | -2.7% | -4.5% | +1.8% | -1.9% |
| 30D | -0.2% | +14.6% | -14.8% | -2.7% |
| 3M | +17.8% | +23.1% | -5.3% | +12.3% |
| 6M | +2.3% | -19.5% | +21.7% | +5.3% |
| YTD | +41.6% | -44.1% | +85.7% | +54.6% |
| 1Y | +101.9% | -25.2% | +127.1% | +106.8% |
| 3Y | +186.2% | -56.8% | +243.0% | +217.5% |
| 5Y | +309.7% | -81.7% | +391.4% | +424.8% |
| All | +1,067.4% | +69.2% | +998.2% | +630.2% |
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