+823.0%
SCCO vs EPAM
+1,040.5%
-217.5%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.6% | +6.8% | +5.5% |
| 7D | -0.9% | +9.1% | -9.9% | -2.9% |
| 30D | -15.0% | +38.5% | -53.5% | -20.3% |
| 3M | -9.1% | +61.0% | -70.1% | -17.2% |
| 6M | -0.9% | +58.0% | -58.9% | -10.5% |
| YTD | +29.7% | -23.5% | +53.1% | +32.0% |
| 1Y | +38.2% | -10.5% | +48.7% | +36.4% |
| 3Y | +191.5% | -33.8% | +225.3% | +195.2% |
| 5Y | +281.7% | -78.1% | +359.9% | +353.7% |
| 10Y | +830.3% | +157.7% | +672.6% | +524.1% |
| All | +823.0% | +1,040.5% | -217.5% | +363.3% |
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 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