+579.1%
SYK vs EPAM
+1,086.5%
-507.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -5.0% | +2.4% | -7.4% | -5.4% |
| 30D | +9.9% | +42.3% | -32.4% | +2.3% |
| 3M | -8.9% | +60.7% | -69.6% | -17.4% |
| 6M | +3.1% | +80.5% | -77.4% | -9.4% |
| YTD | -11.1% | -20.4% | +9.2% | -9.7% |
| 1Y | -16.2% | -9.6% | -6.6% | -16.9% |
| 3Y | +13.2% | -30.5% | +43.6% | +13.8% |
| 5Y | +23.5% | -75.7% | +99.2% | +43.5% |
| 10Y | +213.3% | +160.1% | +53.3% | +120.0% |
| All | +579.1% | +1,086.5% | -507.5% | +317.4% |
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