+306.1%
SYY vs EPAM
+751.2%
-445.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | -1.0% |
| 7D | -2.3% | +2.0% | -4.3% | -2.6% |
| 30D | -4.9% | +6.5% | -11.5% | -5.9% |
| 3M | +8.4% | +19.9% | -11.6% | +5.2% |
| 6M | -7.4% | -16.9% | +9.6% | -6.0% |
| YTD | +11.0% | -42.9% | +53.9% | +17.5% |
| 1Y | -0.2% | -30.4% | +30.1% | +2.5% |
| 3Y | +23.8% | -54.7% | +78.5% | +31.6% |
| 5Y | +18.1% | -81.8% | +99.9% | +35.2% |
| 10Y | +94.6% | +65.5% | +29.1% | +60.1% |
| All | +306.1% | +751.2% | -445.1% | +206.9% |
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 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