+214.8%
SAP vs EPAM
+170.1%
+44.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.9% | -0.3% | -3.1% |
| 7D | -0.7% | +13.4% | -14.0% | -4.5% |
| 30D | +11.1% | +47.1% | -36.0% | -0.5% |
| 3M | +17.0% | +71.2% | -54.1% | +0.5% |
| 6M | +34.8% | +48.9% | -14.1% | +19.3% |
| YTD | -2.2% | -22.2% | +20.0% | +1.3% |
| 1Y | -6.4% | -5.2% | -1.3% | -7.9% |
| 3Y | +75.1% | -34.9% | +110.1% | +81.2% |
| 5Y | +69.8% | -77.4% | +147.2% | +120.3% |
| All | +214.8% | +170.1% | +44.7% | +76.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EPAM.
Daily Out/Under-Performance
Portfolio return minus EPAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EPAM 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 EPAM 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