-12.3%
SYK vs EPAM
+20.9%
-33.2%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | N/A |
| 7D | -8.3% | +2.0% | -10.3% | N/A |
| All | -12.3% | +20.9% | -33.2% | N/A |
Cumulative growth
Daily Returns
Daily percentage return beside EPAM.
Daily Out/Under-Performance
Portfolio return minus EPAM return. Positive bars indicate outperformance.
Daily Alpha
Beta-adjusted return needs at least 20 comparable returns and benchmark movement within each trailing regression window.
Cumulative Out/Under-Performance
Relative wealth over 1mo: compounded portfolio wealth divided by compounded EPAM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Cumulative alpha will appear once a trailing regression window supports a beta estimate.
Updating return analytics…
1mo analysis · Full analysis span regression · Available span rolling