+66.7%
SNXX vs EPAM
-37.7%
+104.4%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -0.6% | -15.2% | -16.4% |
| 7D | -47.8% | +0.8% | -48.6% | -46.2% |
| 30D | -66.0% | +24.9% | -90.9% | -56.1% |
| 3M | -57.5% | +22.6% | -80.1% | -47.4% |
| 6M | -66.7% | +24.2% | -90.9% | -36.8% |
| All | +66.7% | -37.7% | +104.4% | +133.4% |
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 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