+931.9%
SCCO vs EPAM
+751.2%
+180.7%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | 0.0% |
| 7D | -5.3% | +2.0% | -7.2% | -5.6% |
| 30D | +2.7% | +6.5% | -3.9% | +1.3% |
| 3M | +4.2% | +19.9% | -15.7% | 0.0% |
| 6M | -0.6% | -16.9% | +16.3% | +1.4% |
| YTD | +45.0% | -42.9% | +87.8% | +56.8% |
| 1Y | +109.3% | -30.4% | +139.7% | +117.2% |
| 3Y | +180.8% | -54.7% | +235.5% | +207.2% |
| 5Y | +314.3% | -81.8% | +396.1% | +407.3% |
| 10Y | +1,083.3% | +65.5% | +1,017.9% | +763.8% |
| All | +931.9% | +751.2% | +180.7% | +450.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling