+353.7%
SCCO vs EPAM
-81.7%
+435.4%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.5% | +6.4% | +5.1% |
| 7D | +3.4% | -0.9% | +4.3% | +3.5% |
| 30D | +6.6% | +18.4% | -11.7% | +4.8% |
| 3M | +24.5% | +19.2% | +5.3% | +21.8% |
| 6M | +16.5% | -21.0% | +37.4% | +19.1% |
| YTD | +52.1% | -43.7% | +95.8% | +60.6% |
| 1Y | +114.2% | -29.9% | +144.1% | +119.2% |
| 3Y | +207.4% | -56.5% | +264.0% | +225.2% |
| 5Y | +353.7% | -81.7% | +435.4% | +422.3% |
| All | +353.7% | -81.7% | +435.4% | +422.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling