+11.2%
SNPS vs EPAM
-1.1%
+12.3%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +20.6% | -25.5% | -6.3% |
| 7D | -10.2% | +23.0% | -33.2% | -11.8% |
| 30D | -12.8% | +51.6% | -64.4% | -17.1% |
| 3M | +9.9% | +50.8% | -41.0% | +4.0% |
| 6M | -12.4% | +51.1% | -63.5% | -16.2% |
| YTD | -6.3% | -19.1% | +12.9% | +10.4% |
| All | +11.2% | -1.1% | +12.3% | +19.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling