+86.3%
SYY vs EPAM
+156.9%
-70.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.8% |
| 7D | 0.0% | +18.5% | -18.5% | -2.7% |
| 30D | -2.2% | +44.0% | -46.3% | -7.5% |
| 3M | -8.0% | +63.0% | -71.0% | -14.7% |
| 6M | +7.5% | +67.3% | -59.8% | -1.6% |
| YTD | +7.4% | -20.5% | +28.0% | +9.0% |
| 1Y | +4.9% | -9.6% | +14.5% | +4.1% |
| 3Y | +24.1% | -30.8% | +54.9% | +24.5% |
| 5Y | +13.4% | -75.6% | +89.0% | +31.9% |
| All | +86.3% | +156.9% | -70.6% | +16.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling