+265.7%
SU vs EPAM
+69.2%
+196.5%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +1.7% | -4.5% | +6.1% | +2.2% |
| 30D | +9.6% | +14.6% | -5.0% | +7.7% |
| 3M | +11.7% | +23.1% | -11.4% | +8.3% |
| 6M | +21.9% | -19.5% | +41.4% | +24.2% |
| YTD | +58.6% | -44.1% | +102.7% | +68.3% |
| 1Y | +66.5% | -25.2% | +91.7% | +69.5% |
| 3Y | +121.4% | -56.8% | +178.3% | +136.3% |
| 5Y | +355.7% | -81.7% | +437.5% | +446.6% |
| All | +265.7% | +69.2% | +196.5% | +137.6% |
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 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