-5.1%
SAP vs EPAM
-8.3%
+3.2%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | +0.6% | +2.4% | -1.8% | -0.3% |
| 30D | +6.5% | +42.3% | -35.8% | -7.7% |
| 3M | +12.2% | +60.7% | -48.4% | -7.7% |
| 6M | +46.1% | +80.5% | -34.4% | +12.9% |
| YTD | -1.6% | -20.4% | +18.8% | +0.5% |
| 1Y | -5.1% | -9.6% | +4.5% | -11.4% |
| All | -5.1% | -8.3% | +3.2% | -11.4% |
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