+695.6%
SCCO vs EPAM
+158.4%
+537.2%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.2% | -2.7% |
| 7D | +1.7% | -1.1% | +2.8% | +1.8% |
| 30D | -18.1% | +41.8% | -59.9% | -23.6% |
| 3M | -12.8% | +63.4% | -76.2% | -21.0% |
| 6M | -8.5% | +72.2% | -80.7% | -18.8% |
| YTD | +23.9% | -20.0% | +44.0% | +25.7% |
| 1Y | +30.0% | -9.0% | +39.0% | +28.3% |
| 3Y | +175.2% | -30.4% | +205.6% | +176.8% |
| 5Y | +249.4% | -75.6% | +325.0% | +329.4% |
| All | +695.6% | +158.4% | +537.2% | +369.2% |
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