+395.7%
SUI vs EPAM
+751.2%
-355.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.0% | 0.0% |
| 7D | -2.8% | +2.0% | -4.8% | -3.2% |
| 30D | -1.2% | +6.5% | -7.7% | -2.5% |
| 3M | -1.7% | +19.9% | -21.7% | -5.2% |
| 6M | -10.5% | -16.9% | +6.5% | -8.8% |
| YTD | -1.8% | -42.9% | +41.0% | +5.4% |
| 1Y | -4.1% | -30.4% | +26.3% | -0.6% |
| 3Y | +11.3% | -54.7% | +66.0% | +20.2% |
| 5Y | -32.1% | -81.8% | +49.7% | -19.1% |
| 10Y | +110.4% | +65.5% | +45.0% | +72.9% |
| All | +395.7% | +751.2% | -355.5% | +257.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling