-77.8%
EPAM vs SPY
+67.4%
-145.2%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.3% | -4.2% | -4.2% |
| 7D | +13.4% | -2.7% | +16.1% | +15.7% |
| 30D | +47.1% | -5.4% | +52.5% | +55.5% |
| 3M | +71.2% | -4.1% | +75.3% | +77.6% |
| 6M | +48.9% | +0.7% | +48.2% | +42.9% |
| YTD | -22.2% | +8.7% | -30.9% | -33.2% |
| 1Y | -5.2% | +10.9% | -16.1% | -20.9% |
| 3Y | -34.9% | +75.0% | -109.9% | -73.6% |
| All | -77.8% | +67.4% | -145.2% | -89.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling