-69.6%
SNDQ vs EPAM
+74.1%
-143.7%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.4% | +11.4% | +11.7% |
| 7D | -18.7% | +2.4% | -21.1% | -21.0% |
| 30D | +69.5% | +42.3% | +27.2% | +8.3% |
| 3M | +54.2% | +60.7% | -6.4% | -18.6% |
| 6M | -69.6% | +80.5% | -150.1% | -89.1% |
| All | -69.6% | +74.1% | -143.7% | -89.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling