+562.7%
SYK vs EPAM
+751.2%
-188.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -1.1% |
| 7D | -8.3% | +2.0% | -10.3% | -8.7% |
| 30D | -10.1% | +6.5% | -16.6% | -11.5% |
| 3M | +0.9% | +19.9% | -19.0% | -3.3% |
| 6M | -20.2% | -16.9% | -3.3% | -18.3% |
| YTD | -13.3% | -42.9% | +29.6% | -5.5% |
| 1Y | -22.3% | -30.4% | +8.0% | -18.8% |
| 3Y | +9.7% | -54.7% | +64.5% | +20.6% |
| 5Y | +15.4% | -81.8% | +97.2% | +41.9% |
| 10Y | +192.9% | +65.5% | +127.4% | +123.9% |
| All | +562.7% | +751.2% | -188.5% | +336.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling