+1,211.5%
SNPS vs EPAM
+751.2%
+460.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.4% | -3.0% | -4.7% |
| 7D | -11.0% | +2.0% | -13.0% | -11.5% |
| 30D | -1.7% | +6.5% | -8.3% | -4.1% |
| 3M | -20.4% | +19.9% | -40.3% | -25.6% |
| 6M | -8.6% | -16.9% | +8.3% | -5.5% |
| YTD | -16.2% | -42.9% | +26.7% | -4.1% |
| 1Y | -34.6% | -30.4% | -4.2% | -28.8% |
| 3Y | -14.5% | -54.7% | +40.3% | +0.8% |
| 5Y | +17.0% | -81.8% | +98.8% | +63.4% |
| 10Y | +560.0% | +65.5% | +494.6% | +426.9% |
| All | +1,211.5% | +751.2% | +460.3% | +774.4% |
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