+173.1%
SYK vs EPAM
+74.2%
+98.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.0% | -0.9% | +1.4% |
| 7D | -9.1% | +0.7% | -9.8% | -9.2% |
| 30D | -20.6% | +17.6% | -38.2% | -23.3% |
| 3M | -9.6% | +27.1% | -36.7% | -14.8% |
| 6M | -19.9% | -17.0% | -2.9% | -17.7% |
| YTD | -21.2% | -42.4% | +21.3% | -13.3% |
| 1Y | -28.4% | -25.3% | -3.1% | -25.9% |
| 3Y | -5.3% | -55.7% | +50.4% | +5.7% |
| 5Y | +6.0% | -81.2% | +87.2% | +36.9% |
| All | +173.1% | +74.2% | +98.8% | +62.3% |
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