+117.8%
SUI vs EPAM
+170.1%
-52.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.9% | +2.4% | -0.8% |
| 7D | +6.2% | +13.4% | -7.2% | +3.6% |
| 30D | +8.6% | +47.1% | -38.5% | +1.1% |
| 3M | +1.0% | +71.2% | -70.2% | -8.7% |
| 6M | -2.6% | +48.9% | -51.5% | -10.5% |
| YTD | -0.1% | -22.2% | +22.1% | +1.9% |
| 1Y | +0.5% | -5.2% | +5.6% | -1.3% |
| 3Y | +15.3% | -34.9% | +50.2% | +17.2% |
| 5Y | -26.1% | -77.4% | +51.3% | -9.4% |
| All | +117.8% | +170.1% | -52.3% | +53.2% |
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