-6.0%
SAP vs EPAM
-9.2%
+3.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.2% |
| 7D | -3.9% | -1.1% | -2.8% | -3.5% |
| 30D | +6.5% | +41.8% | -35.3% | -7.6% |
| 3M | +14.7% | +63.4% | -48.7% | -6.3% |
| 6M | +39.9% | +72.2% | -32.3% | +9.9% |
| YTD | -2.0% | -20.0% | +18.1% | -0.1% |
| 1Y | -6.0% | -9.0% | +3.0% | -12.5% |
| All | -6.0% | -9.2% | +3.2% | -12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling