+558.6%
SNPS vs EPAM
+65.3%
+493.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.4% | -3.0% | -4.6% |
| 7D | -11.0% | +2.0% | -13.0% | -11.6% |
| 30D | -1.7% | +6.5% | -8.3% | -4.5% |
| 3M | -20.4% | +19.9% | -40.3% | -26.5% |
| 6M | -8.6% | -16.9% | +8.3% | -5.0% |
| YTD | -16.2% | -42.9% | +26.7% | -1.8% |
| 1Y | -34.6% | -30.4% | -4.2% | -27.7% |
| 3Y | -14.5% | -54.7% | +40.3% | +3.5% |
| 5Y | +17.0% | -81.8% | +98.8% | +82.3% |
| All | +558.6% | +65.3% | +493.3% | +252.2% |
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 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