+15.3%
SYY vs EPAM
-75.7%
+91.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | +0.3% | +2.4% | -2.1% | +0.1% |
| 30D | -4.8% | +42.3% | -47.1% | -7.4% |
| 3M | -7.1% | +60.7% | -67.7% | -10.6% |
| 6M | +6.8% | +80.5% | -73.7% | +1.3% |
| YTD | +7.7% | -20.4% | +28.0% | +8.6% |
| 1Y | +5.7% | -9.6% | +15.3% | +5.4% |
| 3Y | +24.6% | -30.5% | +55.0% | +24.7% |
| All | +15.3% | -75.7% | +91.0% | +18.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling