+425.4%
SN vs EPAM
-28.8%
+454.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +20.6% | -21.6% | -4.5% |
| 7D | +3.8% | +23.0% | -19.2% | -0.3% |
| 30D | +17.5% | +51.6% | -34.0% | +8.5% |
| 3M | +19.2% | +50.8% | -31.6% | +9.5% |
| 6M | +84.9% | +51.1% | +33.8% | +69.1% |
| YTD | +94.0% | -19.1% | +113.2% | +101.8% |
| 1Y | +151.3% | +3.0% | +148.4% | +145.7% |
| 3Y | +387.1% | -31.2% | +418.2% | +396.4% |
| All | +425.4% | -28.8% | +454.2% | +494.4% |
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