+193.8%
SCCO vs EPAM
-54.6%
+248.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | -0.1% |
| 7D | -5.3% | +2.0% | -7.2% | -5.5% |
| 30D | +2.7% | +6.5% | -3.9% | +1.8% |
| 3M | +4.2% | +19.9% | -15.7% | +2.1% |
| 6M | -0.6% | -16.9% | +16.3% | +2.2% |
| YTD | +45.0% | -42.9% | +87.8% | +56.3% |
| 1Y | +109.3% | -30.4% | +139.7% | +115.7% |
| All | +193.8% | -54.6% | +248.4% | +207.9% |
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