+890.3%
SSNC vs EPAM
+751.2%
+139.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -0.6% |
| 7D | +0.6% | +2.0% | -1.3% | +0.1% |
| 30D | +6.0% | +6.5% | -0.5% | +3.8% |
| 3M | +21.0% | +19.9% | +1.0% | +14.4% |
| 6M | +12.1% | -16.9% | +29.0% | +15.9% |
| YTD | -3.2% | -42.9% | +39.6% | +9.4% |
| 1Y | -4.4% | -30.4% | +26.0% | +2.5% |
| 3Y | +51.6% | -54.7% | +106.4% | +73.8% |
| 5Y | +21.1% | -81.8% | +102.9% | +59.9% |
| 10Y | +177.7% | +65.5% | +112.2% | +88.8% |
| All | +890.3% | +751.2% | +139.1% | +443.6% |
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 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