-77.7%
SNAP vs EPAM
+56.1%
-133.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.4% | -1.7% | -3.0% |
| 7D | +0.7% | +2.0% | -1.2% | -0.1% |
| 30D | +2.6% | +6.5% | -3.9% | -0.9% |
| 3M | -9.9% | +19.9% | -29.8% | -18.0% |
| 6M | +1.9% | -16.9% | +18.8% | +8.2% |
| YTD | -32.2% | -42.9% | +10.7% | -15.7% |
| 1Y | -22.8% | -30.4% | +7.5% | -12.5% |
| 3Y | -47.6% | -54.7% | +7.1% | -32.1% |
| 5Y | -92.7% | -81.8% | -10.9% | -86.7% |
| All | -77.7% | +56.1% | -133.8% | -87.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling