+8.2%
SNY vs EPAM
-81.8%
+90.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.7% |
| 7D | -3.6% | -2.2% | -1.5% | -3.5% |
| 30D | -1.4% | +17.8% | -19.2% | -2.5% |
| 3M | -4.2% | +19.9% | -24.1% | -5.6% |
| 6M | +2.0% | -21.6% | +23.6% | +2.9% |
| YTD | -6.7% | -44.0% | +37.4% | -4.1% |
| 1Y | -4.7% | -30.5% | +25.8% | -3.5% |
| 3Y | -8.1% | -56.8% | +48.7% | -5.7% |
| 5Y | +8.2% | -81.7% | +89.9% | +11.9% |
| All | +8.2% | -81.8% | +90.0% | +11.9% |
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