+137.7%
SNY vs EPAM
+1,086.5%
-948.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | +2.8% | +2.4% | +0.4% | +2.5% |
| 30D | +21.6% | +42.3% | -20.7% | +16.2% |
| 3M | +10.5% | +60.7% | -50.2% | +3.8% |
| 6M | +14.0% | +80.5% | -66.5% | +5.1% |
| YTD | +5.4% | -20.4% | +25.7% | +6.4% |
| 1Y | -2.5% | -9.6% | +7.1% | -3.1% |
| 3Y | +22.1% | -30.5% | +52.6% | +22.3% |
| 5Y | +18.0% | -75.7% | +93.7% | +29.6% |
| 10Y | +77.7% | +160.1% | -82.4% | +27.3% |
| All | +137.7% | +1,086.5% | -948.8% | +41.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling