+390.9%
SAP vs EPAM
+1,105.1%
-714.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +20.6% | -19.2% | -3.5% |
| 7D | +4.0% | +23.0% | -19.0% | -1.6% |
| 30D | +15.7% | +51.6% | -35.9% | +4.0% |
| 3M | +23.4% | +50.8% | -27.4% | +10.4% |
| 6M | +41.3% | +51.1% | -9.9% | +26.0% |
| YTD | +2.0% | -19.1% | +21.1% | +4.5% |
| 1Y | -5.1% | +3.0% | -8.1% | -8.2% |
| 3Y | +82.1% | -31.2% | +113.3% | +85.7% |
| 5Y | +77.2% | -76.5% | +153.7% | +113.8% |
| 10Y | +233.6% | +168.4% | +65.2% | +126.4% |
| All | +390.9% | +1,105.1% | -714.1% | +174.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling