+820.0%
SSNC vs EPAM
+1,058.6%
-238.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.9% | +3.1% | +0.2% |
| 7D | -3.3% | +13.4% | -16.7% | -7.0% |
| 30D | -1.3% | +47.1% | -48.3% | -11.2% |
| 3M | -2.3% | +71.2% | -73.5% | -15.7% |
| 6M | +12.6% | +48.9% | -36.3% | -0.4% |
| YTD | -10.1% | -22.2% | +12.1% | -6.9% |
| 1Y | -6.6% | -5.2% | -1.4% | -8.0% |
| 3Y | +54.0% | -34.9% | +88.9% | +59.6% |
| 5Y | +7.0% | -77.4% | +84.4% | +33.6% |
| 10Y | +176.7% | +158.1% | +18.6% | +67.6% |
| All | +820.0% | +1,058.6% | -238.6% | +362.5% |
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