+2,358.4%
SNDK vs EPAM
-38.7%
+2,397.0%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.4% | -5.2% | -5.7% |
| 7D | +6.0% | +2.4% | +3.6% | +6.5% |
| 30D | -36.9% | +42.3% | -79.3% | -33.8% |
| 3M | -42.1% | +60.7% | -102.7% | -38.9% |
| 6M | -38.8% | +80.5% | -119.3% | -35.4% |
| YTD | +272.8% | -20.4% | +293.2% | +406.0% |
| 1Y | +263.3% | -9.6% | +272.9% | +353.8% |
| All | +2,358.4% | -38.7% | +2,397.0% | +2,419.5% |
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