+350.4%
SU vs EPAM
-81.8%
+432.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.7% |
| 7D | +1.6% | -2.2% | +3.7% | +1.7% |
| 30D | +10.7% | +17.8% | -7.0% | +10.0% |
| 3M | +13.5% | +19.9% | -6.4% | +12.6% |
| 6M | +21.8% | -21.6% | +43.4% | +22.6% |
| YTD | +58.8% | -44.0% | +102.9% | +61.7% |
| 1Y | +72.0% | -30.5% | +102.5% | +73.4% |
| 3Y | +121.7% | -56.8% | +178.5% | +124.6% |
| 5Y | +350.4% | -81.7% | +432.1% | +396.7% |
| All | +350.4% | -81.8% | +432.2% | +396.7% |
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