-78.5%
SNAP vs EPAM
+117.6%
-196.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | +6.0% | +2.4% | +3.6% | +4.8% |
| 30D | -13.8% | +42.3% | -56.1% | -28.4% |
| 3M | -0.8% | +60.7% | -61.4% | -22.1% |
| 6M | -6.2% | +80.5% | -86.7% | -31.4% |
| YTD | -34.8% | -20.4% | -14.5% | -32.2% |
| 1Y | -38.7% | -9.6% | -29.1% | -40.0% |
| 3Y | -53.5% | -30.5% | -23.0% | -51.7% |
| 5Y | -90.2% | -75.7% | -14.5% | -84.5% |
| All | -78.5% | +117.6% | -196.1% | -89.8% |
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 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