+178.2%
SAP vs EPAM
+65.3%
+112.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.2% |
| 7D | -2.9% | +2.0% | -4.9% | -3.4% |
| 30D | +9.0% | +6.5% | +2.5% | +6.6% |
| 3M | +14.9% | +19.9% | -5.0% | +8.7% |
| 6M | +11.9% | -16.9% | +28.8% | +16.2% |
| YTD | -9.9% | -42.9% | +33.0% | +2.2% |
| 1Y | -19.5% | -30.4% | +10.8% | -13.5% |
| 3Y | +61.8% | -54.7% | +116.5% | +85.6% |
| 5Y | +56.2% | -81.8% | +138.0% | +112.7% |
| All | +178.2% | +65.3% | +112.9% | +79.6% |
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