+286.5%
SGI vs EPAM
+1,058.6%
-772.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.9% | -1.6% | -4.3% |
| 7D | +1.0% | +13.4% | -12.4% | -3.4% |
| 30D | +3.9% | +47.1% | -43.2% | -8.1% |
| 3M | -0.8% | +71.2% | -72.0% | -16.2% |
| 6M | -18.0% | +48.9% | -66.9% | -28.9% |
| YTD | -27.6% | -22.2% | -5.4% | -25.1% |
| 1Y | -27.2% | -5.2% | -22.1% | -29.2% |
| 3Y | +76.0% | -34.9% | +110.9% | +83.3% |
| 5Y | +50.0% | -77.4% | +127.4% | +94.5% |
| 10Y | +399.1% | +158.1% | +241.0% | +216.3% |
| All | +286.5% | +1,058.6% | -772.1% | +89.5% |
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