+157.7%
EPAM vs SPY
+315.0%
-157.3%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.4% | -3.9% | -4.6% |
| 7D | +9.1% | +0.1% | +9.0% | +7.4% |
| 30D | +38.5% | -3.3% | +41.8% | +42.4% |
| 3M | +61.0% | -2.4% | +63.4% | +63.3% |
| 6M | +58.0% | +2.6% | +55.5% | +48.6% |
| YTD | -23.5% | +11.2% | -34.7% | -35.7% |
| 1Y | -10.5% | +13.4% | -23.9% | -26.8% |
| 3Y | -33.8% | +79.9% | -113.7% | -71.4% |
| 5Y | -78.1% | +72.2% | -150.3% | -89.5% |
| 10Y | +157.7% | +307.3% | -149.6% | -57.0% |
| All | +157.7% | +315.0% | -157.3% | -57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling