-79.6%
SNAP vs EPAM
+118.9%
-198.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.7% | -5.7% | -3.0% |
| 7D | -10.6% | +18.8% | -29.4% | -19.2% |
| 30D | -19.7% | +44.9% | -64.7% | -33.9% |
| 3M | -6.5% | +68.6% | -75.1% | -28.2% |
| 6M | -17.8% | +65.4% | -83.2% | -37.4% |
| YTD | -38.0% | -19.9% | -18.2% | -35.7% |
| 1Y | -42.5% | -10.0% | -32.5% | -43.5% |
| 3Y | -55.8% | -30.3% | -25.6% | -54.3% |
| 5Y | -90.5% | -75.7% | -14.9% | -85.1% |
| All | -79.6% | +118.9% | -198.5% | -90.3% |
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