+82.7%
SAP vs EPAM
-31.1%
+113.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +20.6% | -19.2% | -3.8% |
| 7D | +4.0% | +23.0% | -19.0% | -1.9% |
| 30D | +15.7% | +51.6% | -35.9% | +3.1% |
| 3M | +23.4% | +50.8% | -27.4% | +9.5% |
| 6M | +41.3% | +51.1% | -9.9% | +24.0% |
| YTD | +2.0% | -19.1% | +21.1% | +1.1% |
| 1Y | -5.1% | +3.0% | -8.1% | -9.9% |
| All | +82.7% | -31.1% | +113.8% | +77.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling