+265.6%
SYF vs EPAM
+65.3%
+200.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.8% |
| 7D | +2.4% | +2.0% | +0.4% | +1.8% |
| 30D | +0.8% | +6.5% | -5.7% | -1.6% |
| 3M | +13.4% | +19.9% | -6.5% | +6.0% |
| 6M | +16.3% | -16.9% | +33.3% | +20.5% |
| YTD | -3.0% | -42.9% | +39.9% | +10.9% |
| 1Y | +5.7% | -30.4% | +36.1% | +13.4% |
| 3Y | +160.1% | -54.7% | +214.8% | +203.6% |
| 5Y | +88.5% | -81.8% | +170.3% | +165.9% |
| All | +265.6% | +65.3% | +200.3% | +107.3% |
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