+32.1%
SNOW vs EPAM
-65.7%
+97.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | +0.1% |
| 7D | +4.9% | -0.9% | +5.8% | +5.5% |
| 30D | +1.5% | +18.4% | -16.8% | -5.4% |
| 3M | +39.5% | +19.2% | +20.3% | +27.0% |
| 6M | +85.9% | -21.0% | +106.8% | +101.8% |
| YTD | +52.9% | -43.7% | +96.7% | +89.8% |
| 1Y | +48.1% | -29.9% | +78.0% | +66.0% |
| 3Y | +102.2% | -56.5% | +158.7% | +162.5% |
| 5Y | +5.5% | -81.7% | +87.1% | +94.2% |
| All | +32.1% | -65.7% | +97.8% | +53.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling