+8.4%
SNOW vs EPAM
-11.8%
+20.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.6% | +7.1% | +5.9% |
| 7D | +0.2% | +9.1% | -8.9% | -2.5% |
| 30D | -21.1% | +38.5% | -59.6% | -29.8% |
| 3M | -11.9% | +61.0% | -72.9% | -26.1% |
| 6M | +91.0% | +58.0% | +32.9% | +58.7% |
| YTD | +32.7% | -23.5% | +56.2% | +50.7% |
| All | +8.4% | -11.8% | +20.2% | +12.4% |
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