+214.7%
SNDU vs EPAM
-15.8%
+230.5%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +3.0% | -10.6% | -3.1% |
| 7D | -12.7% | +0.7% | -13.5% | -11.4% |
| 30D | +35.8% | +17.6% | +18.2% | +77.3% |
| 3M | -54.8% | +27.1% | -81.9% | +3.1% |
| All | +214.7% | -15.8% | +230.5% | +303.4% |
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