-5.4%
SYK vs EPAM
-57.0%
+51.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.2% | -0.3% |
| 7D | -11.8% | -2.2% | -9.6% | -11.5% |
| 30D | -20.4% | +17.8% | -38.1% | -22.1% |
| 3M | -12.1% | +19.9% | -32.0% | -14.7% |
| 6M | -24.3% | -21.6% | -2.7% | -22.7% |
| YTD | -21.2% | -44.0% | +22.8% | -16.4% |
| 1Y | -29.2% | -30.5% | +1.3% | -27.1% |
| All | -5.4% | -57.0% | +51.6% | +0.8% |
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