+5.8%
SSNC vs EPAM
-77.4%
+83.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.9% | +3.1% | 0.0% |
| 7D | -3.3% | +13.4% | -16.7% | -6.1% |
| 30D | -1.3% | +47.1% | -48.3% | -8.8% |
| 3M | -2.3% | +71.2% | -73.5% | -12.5% |
| 6M | +12.6% | +48.9% | -36.3% | +2.7% |
| YTD | -10.1% | -22.2% | +12.1% | -8.1% |
| 1Y | -6.6% | -5.2% | -1.4% | -7.7% |
| 3Y | +54.0% | -34.9% | +88.9% | +57.0% |
| All | +5.8% | -77.4% | +83.2% | +19.6% |
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