+238.8%
SU vs EPAM
+157.4%
+81.4%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | +1.7% | +2.4% | -0.7% | +1.4% |
| 30D | -7.9% | +42.3% | -50.2% | -12.1% |
| 3M | +7.5% | +60.7% | -53.1% | +1.0% |
| 6M | +7.2% | +80.5% | -73.3% | -1.4% |
| YTD | +60.9% | -20.4% | +81.3% | +62.8% |
| 1Y | +63.6% | -9.6% | +73.2% | +62.7% |
| 3Y | +128.9% | -30.5% | +159.4% | +129.2% |
| 5Y | +228.3% | -75.7% | +304.0% | +286.4% |
| All | +238.8% | +157.4% | +81.4% | +105.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling