+96.4%
SYY vs EPAM
+65.2%
+31.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.1% |
| 7D | -2.8% | -0.9% | -1.9% | -2.7% |
| 30D | -5.3% | +18.4% | -23.6% | -7.6% |
| 3M | +5.1% | +19.2% | -14.1% | +1.7% |
| 6M | -5.0% | -21.0% | +16.0% | -2.6% |
| YTD | +10.7% | -43.7% | +54.4% | +18.5% |
| 1Y | +0.7% | -29.9% | +30.6% | +3.7% |
| 3Y | +24.0% | -56.5% | +80.6% | +34.0% |
| 5Y | +19.3% | -81.7% | +101.0% | +42.9% |
| 10Y | +96.4% | +64.5% | +31.9% | +38.1% |
| All | +96.4% | +65.2% | +31.2% | +38.1% |
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