-5.3%
SNY vs EPAM
-24.0%
+18.7%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.0% | -2.8% | -0.1% |
| 7D | -3.3% | +0.7% | -4.1% | -3.4% |
| 30D | -2.2% | +17.6% | -19.7% | -3.5% |
| 3M | -3.0% | +27.1% | -30.2% | -5.4% |
| 6M | +2.7% | -17.0% | +19.7% | +2.0% |
| YTD | -6.8% | -42.4% | +35.6% | -5.7% |
| 1Y | -5.3% | -25.3% | +20.0% | -8.4% |
| All | -5.3% | -24.0% | +18.7% | -8.4% |
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