+300.5%
SYY vs EPAM
+1,040.5%
-740.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.6% | +3.5% | +2.2% |
| 7D | -4.1% | +9.1% | -13.2% | -5.4% |
| 30D | +0.3% | +38.5% | -38.2% | -4.0% |
| 3M | -6.3% | +61.0% | -67.3% | -12.2% |
| 6M | +9.7% | +58.0% | -48.3% | +2.2% |
| YTD | +9.4% | -23.5% | +32.9% | +11.2% |
| 1Y | +7.3% | -10.5% | +17.8% | +6.6% |
| 3Y | +27.6% | -33.8% | +61.5% | +28.7% |
| 5Y | +12.5% | -78.1% | +90.7% | +26.3% |
| 10Y | +87.4% | +157.7% | -70.3% | +46.4% |
| All | +300.5% | +1,040.5% | -740.0% | +190.5% |
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 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