+165.8%
SYF vs EPAM
-36.8%
+202.6%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.4% |
| 7D | -4.3% | +9.1% | -13.3% | -6.5% |
| 30D | +1.0% | +38.5% | -37.4% | -7.0% |
| 3M | -6.4% | +61.0% | -67.4% | -17.2% |
| 6M | +1.0% | +58.0% | -57.0% | -11.5% |
| YTD | -10.7% | -23.5% | +12.7% | -5.5% |
| 1Y | +1.8% | -10.5% | +12.3% | +2.7% |
| 3Y | +165.8% | -33.8% | +199.7% | +169.5% |
| All | +165.8% | -36.8% | +202.6% | +169.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling