-25.1%
SUI vs EPAM
-77.2%
+52.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +20.6% | -19.9% | -1.7% |
| 7D | +8.8% | +23.0% | -14.2% | +5.9% |
| 30D | +8.9% | +51.6% | -42.7% | +3.5% |
| 3M | +2.0% | +50.8% | -48.8% | -3.3% |
| 6M | -0.6% | +51.1% | -51.8% | -6.3% |
| YTD | +1.3% | -19.1% | +20.5% | +2.1% |
| 1Y | +1.3% | +3.0% | -1.7% | -1.1% |
| 3Y | +16.3% | -31.2% | +47.4% | +16.8% |
| 5Y | -25.1% | -76.5% | +51.4% | -11.5% |
| All | -25.1% | -77.2% | +52.1% | -11.5% |
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