+276.4%
SGI vs EPAM
+1,084.1%
-807.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.2% |
| 7D | -10.5% | +18.5% | -29.0% | -15.6% |
| 30D | +0.1% | +44.0% | -43.9% | -10.9% |
| 3M | -4.0% | +63.0% | -67.0% | -17.8% |
| 6M | -5.6% | +67.3% | -72.9% | -21.1% |
| YTD | -29.5% | -20.5% | -9.0% | -27.6% |
| 1Y | -31.5% | -9.6% | -21.9% | -32.4% |
| 3Y | +71.6% | -30.8% | +102.4% | +75.2% |
| 5Y | +50.5% | -75.6% | +126.2% | +90.3% |
| 10Y | +333.9% | +159.6% | +174.3% | +173.9% |
| All | +276.4% | +1,084.1% | -807.8% | +83.2% |
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