-6.6%
SSNC vs EPAM
-4.9%
-1.6%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.9% | +3.1% | +0.3% |
| 7D | -3.3% | +13.4% | -16.7% | -7.1% |
| 30D | -1.3% | +47.1% | -48.3% | -12.6% |
| 3M | -2.3% | +71.2% | -73.5% | -17.9% |
| 6M | +12.6% | +48.9% | -36.3% | -3.0% |
| YTD | -10.1% | -22.2% | +12.1% | -1.0% |
| 1Y | -6.6% | -5.2% | -1.4% | -3.1% |
| All | -6.6% | -4.9% | -1.6% | -3.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling