+180.0%
SYF vs EPAM
+165.6%
+14.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.3% | +0.7% |
| 7D | -3.6% | +18.5% | -22.1% | -8.8% |
| 30D | -1.7% | +44.0% | -45.8% | -12.2% |
| 3M | -7.8% | +63.0% | -70.8% | -20.8% |
| 6M | +3.4% | +67.3% | -63.9% | -13.4% |
| YTD | -12.2% | -20.5% | +8.3% | -9.7% |
| 1Y | -1.6% | -9.6% | +8.1% | -2.6% |
| 3Y | +157.8% | -30.8% | +188.6% | +163.6% |
| 5Y | +61.9% | -75.6% | +137.5% | +110.8% |
| 10Y | +180.0% | +159.6% | +20.5% | +43.2% |
| All | +180.0% | +165.6% | +14.4% | +43.2% |
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