+1,400.0%
SNPS vs EPAM
+1,058.6%
+341.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.9% | +6.2% | +3.4% |
| 7D | -3.7% | +13.4% | -17.0% | -7.9% |
| 30D | -10.4% | +47.1% | -57.5% | -20.8% |
| 3M | +11.0% | +71.2% | -60.2% | -6.3% |
| 6M | -10.7% | +48.9% | -59.6% | -23.1% |
| YTD | -4.1% | -22.2% | +18.1% | -1.1% |
| 1Y | +13.7% | -5.2% | +18.9% | +10.5% |
| 3Y | -8.1% | -34.9% | +26.9% | -3.6% |
| 5Y | +32.2% | -77.4% | +109.6% | +71.6% |
| 10Y | +681.4% | +158.1% | +523.3% | +451.6% |
| All | +1,400.0% | +1,058.6% | +341.4% | +801.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling