+684.5%
SNPS vs EPAM
+168.6%
+515.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.7% | -6.2% | -3.0% |
| 7D | -0.6% | +18.8% | -19.4% | -7.1% |
| 30D | -9.8% | +44.9% | -54.8% | -21.4% |
| 3M | +11.7% | +68.6% | -56.8% | -7.9% |
| 6M | -10.9% | +65.4% | -76.4% | -27.9% |
| YTD | -2.1% | -19.9% | +17.8% | +0.7% |
| 1Y | +14.8% | -10.0% | +24.8% | +13.3% |
| 3Y | -11.3% | -30.3% | +18.9% | -8.6% |
| 5Y | +36.2% | -75.7% | +111.9% | +92.0% |
| 10Y | +684.5% | +167.2% | +517.3% | +226.6% |
| All | +684.5% | +168.6% | +515.9% | +226.6% |
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