+159.6%
EPAM vs SPY
+311.8%
-152.2%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -2.5% |
| 7D | +18.5% | -0.9% | +19.4% | +18.3% |
| 30D | +44.0% | -2.4% | +46.4% | +46.1% |
| 3M | +63.0% | -1.2% | +64.1% | +62.5% |
| 6M | +67.3% | +3.3% | +64.0% | +55.8% |
| YTD | -20.5% | +12.3% | -32.8% | -34.0% |
| 1Y | -9.6% | +12.4% | -22.1% | -25.2% |
| 3Y | -30.8% | +78.8% | -109.6% | -69.9% |
| 5Y | -75.6% | +75.2% | -150.8% | -88.6% |
| 10Y | +159.6% | +311.1% | -151.5% | -57.8% |
| All | +159.6% | +311.8% | -152.2% | -57.8% |
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