+439.5%
SN vs EPAM
-31.6%
+471.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.9% | +6.5% | +3.3% |
| 7D | +7.2% | +13.4% | -6.2% | +4.4% |
| 30D | +20.4% | +47.1% | -26.7% | +11.6% |
| 3M | +23.9% | +71.2% | -47.3% | +11.2% |
| 6M | +93.0% | +48.9% | +44.1% | +76.6% |
| YTD | +99.2% | -22.2% | +121.5% | +108.6% |
| 1Y | +142.6% | -5.2% | +147.8% | +141.2% |
| 3Y | +398.8% | -34.9% | +433.7% | +410.4% |
| All | +439.5% | -31.6% | +471.0% | +514.2% |
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