+210.8%
SU vs EPAM
-78.1%
+288.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.8% |
| 7D | -10.6% | +9.1% | -19.6% | -10.9% |
| 30D | -6.6% | +38.5% | -45.1% | -7.9% |
| 3M | +12.9% | +61.0% | -48.0% | +10.8% |
| 6M | +6.7% | +58.0% | -51.3% | +4.6% |
| YTD | +55.2% | -23.5% | +78.7% | +55.9% |
| 1Y | +61.5% | -10.5% | +72.1% | +61.2% |
| 3Y | +128.7% | -33.8% | +162.5% | +128.0% |
| 5Y | +210.8% | -78.1% | +289.0% | +230.1% |
| All | +210.8% | -78.1% | +288.9% | +230.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling