+448.0%
SNXX vs EPAM
-48.0%
+496.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.5% | +3.3% | +2.2% |
| 7D | +27.3% | -2.2% | +29.5% | +24.9% |
| 30D | +89.3% | +17.8% | +71.5% | +129.4% |
| 3M | -29.6% | +19.9% | -49.5% | +15.4% |
| 6M | +324.4% | -21.6% | +346.0% | +463.8% |
| All | +448.0% | -48.0% | +496.0% | +520.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling