+261.1%
SGI vs EPAM
+66.7%
+194.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +1.3% |
| 7D | +8.5% | +2.0% | +6.6% | +7.9% |
| 30D | +0.7% | +6.5% | -5.8% | -1.6% |
| 3M | +0.6% | +19.9% | -19.3% | -6.4% |
| 6M | -17.9% | -16.9% | -1.0% | -14.6% |
| YTD | -21.2% | -42.9% | +21.7% | -8.5% |
| 1Y | -18.9% | -30.4% | +11.5% | -12.3% |
| 3Y | +52.6% | -54.7% | +107.4% | +80.9% |
| 5Y | +60.7% | -81.8% | +142.5% | +138.1% |
| All | +261.1% | +66.7% | +194.4% | +105.9% |
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 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