+61.5%
SGI vs EPAM
-81.9%
+143.4%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +1.1% |
| 7D | +8.5% | +2.0% | +6.6% | +8.0% |
| 30D | +0.7% | +6.5% | -5.8% | -1.0% |
| 3M | +0.6% | +19.9% | -19.3% | -4.6% |
| 6M | -17.9% | -16.9% | -1.0% | -15.2% |
| YTD | -21.2% | -42.9% | +21.7% | -11.6% |
| 1Y | -18.9% | -30.4% | +11.5% | -13.7% |
| 3Y | +52.6% | -54.7% | +107.4% | +74.1% |
| All | +61.5% | -81.9% | +143.4% | +97.3% |
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