+491.9%
SPCX vs EPAM
-15.7%
+507.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -5.1% |
| 7D | +2.8% | +18.5% | -15.7% | +71.8% |
| 30D | -14.5% | +44.0% | -58.5% | +183.6% |
| 3M | +4.8% | +63.0% | -58.1% | +403.5% |
| 6M | +535.8% | +18.8% | +517.0% | +1,184.3% |
| YTD | +541.5% | -20.5% | +562.0% | +1,198.6% |
| 1Y | +443.5% | -9.6% | +453.2% | +1,002.8% |
| All | +491.9% | -15.7% | +507.6% | +1,072.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling