+10.7%
SNDU vs EPAM
-1.9%
+12.5%
-88.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | -0.6% | -15.2% | -16.6% |
| 7D | -48.0% | +0.8% | -48.8% | -46.0% |
| 30D | -66.4% | +24.9% | -91.4% | -53.2% |
| 3M | -58.7% | +22.6% | -81.3% | -47.2% |
| 6M | -68.6% | +24.2% | -92.8% | -25.7% |
| All | +10.7% | -1.9% | +12.5% | +77.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling