+24.6%
SYK vs EPAM
-75.7%
+100.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -5.0% | +2.4% | -7.4% | -5.3% |
| 30D | +9.9% | +42.3% | -32.4% | +4.3% |
| 3M | -8.9% | +60.7% | -69.6% | -15.1% |
| 6M | +3.1% | +80.5% | -77.4% | -6.1% |
| YTD | -11.1% | -20.4% | +9.2% | -10.1% |
| 1Y | -16.2% | -9.6% | -6.6% | -16.7% |
| 3Y | +13.2% | -30.5% | +43.6% | +13.5% |
| All | +24.6% | -75.7% | +100.4% | +38.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling