-92.8%
SNAP vs EPAM
-81.9%
-11.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.4% | -1.7% | -3.1% |
| 7D | +0.7% | +2.0% | -1.2% | +0.1% |
| 30D | +2.6% | +6.5% | -3.9% | -0.4% |
| 3M | -9.9% | +19.9% | -29.8% | -16.8% |
| 6M | +1.9% | -16.9% | +18.8% | +7.3% |
| YTD | -32.2% | -42.9% | +10.7% | -18.2% |
| 1Y | -22.8% | -30.4% | +7.5% | -13.9% |
| 3Y | -47.6% | -54.7% | +7.1% | -34.6% |
| All | -92.8% | -81.9% | -11.0% | -87.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling