+22.1%
SNY vs EPAM
-30.1%
+52.2%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | +2.8% | +2.4% | +0.4% | +2.6% |
| 30D | +21.6% | +42.3% | -20.7% | +18.1% |
| 3M | +10.5% | +60.7% | -50.2% | +6.2% |
| 6M | +14.0% | +80.5% | -66.5% | +8.2% |
| YTD | +5.4% | -20.4% | +25.7% | +5.4% |
| 1Y | -2.5% | -9.6% | +7.1% | -3.5% |
| 3Y | +22.1% | -30.5% | +52.6% | +17.3% |
| All | +22.1% | -30.1% | +52.2% | +17.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling