+4,800.5%
SNDK vs EPAM
-56.9%
+4,857.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.1% | +1.5% |
| 7D | +13.6% | -2.2% | +15.7% | +13.5% |
| 30D | +42.5% | +17.8% | +24.7% | +43.0% |
| 3M | +7.1% | +19.9% | -12.8% | +10.0% |
| 6M | +199.7% | -21.6% | +221.2% | +246.5% |
| YTD | +643.2% | -44.0% | +687.2% | +859.9% |
| 1Y | +2,402.0% | -30.5% | +2,432.5% | +2,700.7% |
| All | +4,800.5% | -56.9% | +4,857.4% | +4,679.1% |
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