+169.8%
SSNC vs EPAM
+170.1%
-0.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.9% | +3.1% | +0.3% |
| 7D | -3.3% | +13.4% | -16.7% | -7.2% |
| 30D | -1.3% | +47.1% | -48.3% | -11.8% |
| 3M | -2.3% | +71.2% | -73.5% | -16.5% |
| 6M | +12.6% | +48.9% | -36.3% | -1.1% |
| YTD | -10.1% | -22.2% | +12.1% | -6.7% |
| 1Y | -6.6% | -5.2% | -1.4% | -8.1% |
| 3Y | +54.0% | -34.9% | +88.9% | +59.7% |
| 5Y | +7.0% | -77.4% | +84.4% | +42.6% |
| All | +169.8% | +170.1% | -0.3% | +9.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling