+7.9%
SNOW vs EPAM
-81.9%
+89.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.4% | -3.0% | -4.4% |
| 7D | +2.8% | +2.0% | +0.8% | +2.2% |
| 30D | +6.4% | +6.5% | -0.1% | +3.0% |
| 3M | +38.1% | +19.9% | +18.2% | +25.8% |
| 6M | +100.4% | -16.9% | +117.3% | +112.7% |
| YTD | +53.7% | -42.9% | +96.6% | +88.2% |
| 1Y | +52.0% | -30.4% | +82.3% | +70.3% |
| 3Y | +114.7% | -54.7% | +169.4% | +171.7% |
| All | +7.9% | -81.9% | +89.8% | +91.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling