+1,083.6%
EPAM vs SPY
+601.3%
+482.2%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.6% | -4.4% | +25.0% | +26.2% |
| 7D | +23.0% | -4.7% | +27.7% | +28.9% |
| 30D | +51.6% | -5.9% | +57.5% | +61.4% |
| 3M | +50.8% | -4.5% | +55.4% | +57.6% |
| 6M | +51.1% | +1.8% | +49.3% | +43.5% |
| YTD | -19.1% | +8.3% | -27.5% | -29.4% |
| 1Y | +3.0% | +9.3% | -6.4% | -11.3% |
| 3Y | -31.2% | +74.9% | -106.0% | -68.4% |
| 5Y | -76.5% | +67.3% | -143.8% | -88.0% |
| 10Y | +168.4% | +311.6% | -143.1% | -54.2% |
| All | +1,083.6% | +601.3% | +482.2% | +12.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling