-7.6%
SNPS vs EPAM
-36.8%
+29.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.6% | +5.2% | +4.0% |
| 7D | +0.2% | +9.1% | -8.9% | -2.3% |
| 30D | -8.4% | +38.5% | -46.9% | -16.3% |
| 3M | +12.3% | +61.0% | -48.7% | -1.8% |
| 6M | -9.6% | +58.0% | -67.6% | -22.0% |
| YTD | -0.6% | -23.5% | +22.9% | +7.9% |
| 1Y | +18.7% | -10.5% | +29.2% | +22.2% |
| 3Y | -7.6% | -33.8% | +26.3% | -2.7% |
| All | -7.6% | -36.8% | +29.2% | -2.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling