+319.5%
SN vs EPAM
-49.7%
+369.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.3% | -0.6% |
| 7D | -9.3% | +2.0% | -11.3% | -9.7% |
| 30D | -4.8% | +6.5% | -11.3% | -6.3% |
| 3M | +40.4% | +19.9% | +20.5% | +34.4% |
| 6M | +50.9% | -16.9% | +67.9% | +55.9% |
| YTD | +54.9% | -42.9% | +97.8% | +72.7% |
| 1Y | +43.0% | -30.4% | +73.4% | +51.2% |
| 3Y | +391.8% | -54.7% | +446.6% | +396.1% |
| All | +319.5% | -49.7% | +369.2% | +408.7% |
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 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