-79.7%
SNAP vs EPAM
+112.5%
-192.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.9% | +1.3% | -0.9% |
| 7D | -7.1% | +13.4% | -20.5% | -14.4% |
| 30D | -14.6% | +47.1% | -61.7% | -30.2% |
| 3M | -5.0% | +71.2% | -76.2% | -27.5% |
| 6M | -18.8% | +48.9% | -67.8% | -35.3% |
| YTD | -38.5% | -22.2% | -16.3% | -35.4% |
| 1Y | -38.1% | -5.2% | -32.9% | -40.7% |
| 3Y | -53.8% | -34.9% | -18.8% | -50.6% |
| 5Y | -90.7% | -77.4% | -13.3% | -84.7% |
| All | -79.7% | +112.5% | -192.2% | -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