+4.0%
SYY vs EPAM
-9.2%
+13.3%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -0.9% |
| 7D | +1.3% | -1.1% | +2.5% | +1.3% |
| 30D | -3.5% | +41.8% | -45.4% | -3.3% |
| 3M | -9.3% | +63.4% | -72.7% | -8.9% |
| 6M | +5.9% | +72.2% | -66.3% | +6.0% |
| YTD | +6.5% | -20.0% | +26.5% | +1.4% |
| 1Y | +4.0% | -9.0% | +13.1% | +1.5% |
| All | +4.0% | -9.2% | +13.3% | +1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling