+118.1%
SU vs EPAM
-56.4%
+174.4%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +0.9% |
| 7D | -1.0% | -0.9% | -0.1% | -0.9% |
| 30D | +13.7% | +18.4% | -4.7% | +12.5% |
| 3M | +8.0% | +19.2% | -11.2% | +6.8% |
| 6M | +21.0% | -21.0% | +42.0% | +22.3% |
| YTD | +56.2% | -43.7% | +100.0% | +61.1% |
| 1Y | +72.2% | -29.9% | +102.1% | +73.9% |
| 3Y | +118.1% | -56.5% | +174.6% | +116.3% |
| All | +118.1% | -56.4% | +174.4% | +116.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling