+449.1%
SN vs EPAM
-30.0%
+479.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.3% |
| 7D | +3.5% | +18.5% | -15.0% | 0.0% |
| 30D | +19.4% | +44.0% | -24.6% | +11.2% |
| 3M | +20.9% | +63.0% | -42.1% | +9.6% |
| 6M | +111.1% | +67.3% | +43.9% | +88.5% |
| YTD | +102.8% | -20.5% | +123.3% | +111.4% |
| 1Y | +146.2% | -9.6% | +155.8% | +148.2% |
| 3Y | +441.4% | -30.8% | +472.2% | +454.5% |
| All | +449.1% | -30.0% | +479.1% | +522.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling