+292.7%
SYY vs EPAM
+1,058.6%
-765.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.9% | +6.0% | +2.6% |
| 7D | -7.3% | +13.4% | -20.7% | -9.0% |
| 30D | +0.1% | +47.1% | -47.0% | -4.9% |
| 3M | -8.2% | +71.2% | -79.4% | -14.7% |
| 6M | +6.3% | +48.9% | -42.7% | -0.2% |
| YTD | +7.3% | -22.2% | +29.6% | +8.8% |
| 1Y | +8.5% | -5.2% | +13.6% | +7.0% |
| 3Y | +24.9% | -34.9% | +59.9% | +26.3% |
| 5Y | +8.0% | -77.4% | +85.4% | +20.7% |
| 10Y | +107.2% | +158.1% | -50.9% | +61.7% |
| All | +292.7% | +1,058.6% | -765.9% | +184.3% |
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