+235.9%
SU vs EPAM
+165.6%
+70.3%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +1.9% |
| 7D | -4.3% | +18.5% | -22.8% | -6.5% |
| 30D | -6.2% | +44.0% | -50.2% | -10.6% |
| 3M | +9.7% | +63.0% | -53.3% | +2.8% |
| 6M | +7.3% | +67.3% | -60.0% | -0.4% |
| YTD | +58.7% | -20.5% | +79.3% | +60.6% |
| 1Y | +59.7% | -9.6% | +69.4% | +58.8% |
| 3Y | +129.2% | -30.8% | +160.1% | +129.7% |
| 5Y | +223.7% | -75.6% | +299.3% | +280.4% |
| 10Y | +235.9% | +159.6% | +76.4% | +103.8% |
| All | +235.9% | +165.6% | +70.3% | +103.8% |
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