+59.5%
SGI vs EPAM
-76.5%
+136.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +20.6% | -23.4% | -7.6% |
| 7D | +5.3% | +23.0% | -17.7% | -0.4% |
| 30D | +8.2% | +51.6% | -43.4% | -2.9% |
| 3M | -2.2% | +50.8% | -53.0% | -12.3% |
| 6M | -8.4% | +51.1% | -59.6% | -18.7% |
| YTD | -23.4% | -19.1% | -4.3% | -21.6% |
| 1Y | -14.0% | +3.0% | -16.9% | -17.2% |
| 3Y | +78.8% | -31.2% | +109.9% | +83.0% |
| All | +59.5% | -76.5% | +136.0% | +84.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling