+235.4%
SAP vs EPAM
+156.9%
+78.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.4% |
| 7D | -2.5% | +18.5% | -21.0% | -7.4% |
| 30D | +7.5% | +44.0% | -36.6% | -3.3% |
| 3M | +11.6% | +63.0% | -51.3% | -3.0% |
| 6M | +37.6% | +67.3% | -29.6% | +18.1% |
| YTD | -2.0% | -20.5% | +18.6% | +1.0% |
| 1Y | -6.4% | -9.6% | +3.3% | -6.7% |
| 3Y | +67.7% | -30.8% | +98.5% | +70.6% |
| 5Y | +75.7% | -75.6% | +151.4% | +121.8% |
| All | +235.4% | +156.9% | +78.6% | +86.2% |
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