+1,037.9%
EPAM vs SPY
+603.5%
+434.4%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.3% | -4.2% | -4.2% |
| 7D | +13.4% | -2.7% | +16.1% | +15.8% |
| 30D | +47.1% | -5.4% | +52.5% | +55.4% |
| 3M | +71.2% | -4.1% | +75.3% | +77.7% |
| 6M | +48.9% | +0.7% | +48.2% | +43.5% |
| YTD | -22.2% | +8.7% | -30.9% | -32.4% |
| 1Y | -5.2% | +10.9% | -16.1% | -19.7% |
| 3Y | -34.9% | +75.0% | -109.9% | -70.2% |
| 5Y | -77.4% | +67.8% | -145.2% | -88.6% |
| 10Y | +158.1% | +312.9% | -154.8% | -56.1% |
| All | +1,037.9% | +603.5% | +434.4% | +7.7% |
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