+148.0%
SN vs EPAM
-8.3%
+156.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.3% | +2.9% |
| 7D | +1.5% | +2.4% | -0.9% | +1.4% |
| 30D | +21.5% | +42.3% | -20.8% | +18.2% |
| 3M | +20.0% | +60.7% | -40.6% | +15.6% |
| 6M | +119.9% | +80.5% | +39.4% | +109.3% |
| YTD | +102.3% | -20.4% | +122.7% | +106.8% |
| 1Y | +148.0% | -9.6% | +157.6% | +101.8% |
| All | +148.0% | -8.3% | +156.3% | +101.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling