+122.4%
SCCO vs EPAM
-30.2%
+152.6%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.9% | +0.3% |
| 7D | +2.4% | -2.2% | +4.6% | +2.3% |
| 30D | +6.4% | +17.8% | -11.4% | +7.4% |
| 3M | +21.6% | +19.9% | +1.7% | +24.4% |
| 6M | +13.4% | -21.6% | +35.0% | +14.5% |
| YTD | +52.6% | -44.0% | +96.7% | +48.7% |
| 1Y | +122.4% | -30.5% | +152.9% | +111.7% |
| All | +122.4% | -30.2% | +152.6% | +111.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling