+673.5%
SNPS vs EPAM
+158.4%
+515.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | +5.1% | -1.1% | +6.2% | +5.3% |
| 30D | -6.4% | +41.8% | -48.3% | -17.9% |
| 3M | +12.2% | +63.4% | -51.1% | -6.5% |
| 6M | -9.8% | +72.2% | -82.0% | -28.0% |
| YTD | -1.5% | -20.0% | +18.5% | +1.4% |
| 1Y | +16.0% | -9.0% | +25.1% | +14.1% |
| 3Y | -10.8% | -30.4% | +19.6% | -8.1% |
| 5Y | +33.3% | -75.6% | +108.9% | +87.6% |
| All | +673.5% | +158.4% | +515.0% | +224.0% |
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