+86.2%
SU vs EPAM
-15.2%
+101.4%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.6% | -3.9% | -4.5% |
| 7D | -7.1% | +0.8% | -7.9% | -7.1% |
| 30D | +4.8% | +24.9% | -20.2% | +4.0% |
| 3M | +12.5% | +22.6% | -10.1% | +11.8% |
| 6M | +6.5% | +24.2% | -17.7% | +5.4% |
| YTD | +65.8% | -33.0% | +98.8% | +62.8% |
| 1Y | +86.2% | -13.3% | +99.5% | +74.2% |
| All | +86.2% | -15.2% | +101.4% | +74.2% |
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