+8.6%
SNOW vs EPAM
-52.5%
+61.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.9% | +6.2% | +3.9% |
| 7D | -9.9% | +13.4% | -23.2% | -15.9% |
| 30D | -17.1% | +47.1% | -64.2% | -30.9% |
| 3M | -13.2% | +71.2% | -84.4% | -32.4% |
| 6M | +97.4% | +48.9% | +48.5% | +59.6% |
| YTD | +25.8% | -22.2% | +48.0% | +33.0% |
| 1Y | +4.2% | -5.2% | +9.4% | +1.0% |
| 3Y | +91.3% | -34.9% | +126.3% | +104.5% |
| 5Y | -24.4% | -77.4% | +53.0% | +28.6% |
| All | +8.6% | -52.5% | +61.2% | +7.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling