+117.4%
SNY vs EPAM
+751.2%
-633.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | +0.1% |
| 7D | -1.3% | +2.0% | -3.2% | -1.5% |
| 30D | +3.4% | +6.5% | -3.1% | +2.4% |
| 3M | -0.3% | +19.9% | -20.2% | -3.0% |
| 6M | +1.0% | -16.9% | +18.0% | +2.5% |
| YTD | -3.6% | -42.9% | +39.2% | +1.7% |
| 1Y | +3.0% | -30.4% | +33.4% | +5.9% |
| 3Y | -4.3% | -54.7% | +50.4% | +1.3% |
| 5Y | +5.2% | -81.8% | +87.0% | +19.5% |
| 10Y | +70.2% | +65.5% | +4.7% | +29.5% |
| All | +117.4% | +751.2% | -633.8% | +34.8% |
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