+4,733.3%
SNDK vs EPAM
-56.0%
+4,789.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -2.4% | +14.3% | +11.8% |
| 7D | +17.2% | +2.0% | +15.2% | +17.2% |
| 30D | +28.8% | +6.5% | +22.3% | +29.4% |
| 3M | -1.1% | +19.9% | -21.0% | +2.1% |
| 6M | +190.5% | -16.9% | +207.4% | +231.2% |
| YTD | +633.0% | -42.9% | +675.9% | +847.3% |
| 1Y | +2,684.0% | -30.4% | +2,714.4% | +3,049.1% |
| All | +4,733.3% | -56.0% | +4,789.3% | +4,616.5% |
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 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