-53.8%
SNAP vs EPAM
-33.7%
-20.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.9% | +1.3% | -1.4% |
| 7D | -7.1% | +13.4% | -20.5% | -12.3% |
| 30D | -14.6% | +47.1% | -61.7% | -27.1% |
| 3M | -5.0% | +71.2% | -76.2% | -23.4% |
| 6M | -18.8% | +48.9% | -67.8% | -32.0% |
| YTD | -38.5% | -22.2% | -16.3% | -34.6% |
| 1Y | -38.1% | -5.2% | -32.9% | -39.1% |
| 3Y | -53.8% | -34.9% | -18.8% | -49.9% |
| All | -53.8% | -33.7% | -20.1% | -49.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling