+645.9%
SNPS vs EPAM
+180.9%
+465.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +20.6% | -25.5% | -11.4% |
| 7D | -10.2% | +23.0% | -33.2% | -16.9% |
| 30D | -12.8% | +51.6% | -64.4% | -25.1% |
| 3M | +9.9% | +50.8% | -41.0% | -6.4% |
| 6M | -12.4% | +51.1% | -63.5% | -26.7% |
| YTD | -6.3% | -19.1% | +12.9% | -3.8% |
| 1Y | +7.6% | +3.0% | +4.6% | +1.3% |
| 3Y | -9.8% | -31.2% | +21.4% | -6.5% |
| 5Y | +29.2% | -76.5% | +105.7% | +86.1% |
| All | +645.9% | +180.9% | +465.0% | +208.5% |
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