+124.2%
SPG vs EPAM
-31.1%
+155.2%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +20.6% | -21.5% | -3.6% |
| 7D | +5.0% | +23.0% | -18.0% | +1.8% |
| 30D | +12.3% | +51.6% | -39.3% | +5.5% |
| 3M | +1.9% | +50.8% | -49.0% | -4.6% |
| 6M | +14.4% | +51.1% | -36.7% | +6.6% |
| YTD | +26.5% | -19.1% | +45.6% | +30.0% |
| 1Y | +30.7% | +3.0% | +27.7% | +27.8% |
| All | +124.2% | -31.1% | +155.2% | +120.9% |
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