+59.7%
SU vs EPAM
-10.0%
+69.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +1.8% |
| 7D | -4.3% | +18.5% | -22.8% | -4.1% |
| 30D | -6.2% | +44.0% | -50.2% | -6.5% |
| 3M | +9.7% | +63.0% | -53.3% | +9.2% |
| 6M | +7.3% | +67.3% | -60.0% | +6.8% |
| YTD | +58.7% | -20.5% | +79.3% | +54.2% |
| 1Y | +59.7% | -9.6% | +69.4% | +54.1% |
| All | +59.7% | -10.0% | +69.8% | +54.1% |
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