+61.7%
SNY vs EPAM
+69.2%
-7.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -3.6% | -4.5% | +0.8% | -3.1% |
| 30D | -1.9% | +14.6% | -16.6% | -3.5% |
| 3M | -2.0% | +23.1% | -25.0% | -4.7% |
| 6M | +2.5% | -19.5% | +22.0% | +4.3% |
| YTD | -7.0% | -44.1% | +37.1% | -1.9% |
| 1Y | -4.4% | -25.2% | +20.8% | -2.7% |
| 3Y | -8.4% | -56.8% | +48.4% | -2.8% |
| 5Y | +9.5% | -81.7% | +91.3% | +25.6% |
| All | +61.7% | +69.2% | -7.5% | +19.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling