+126.0%
SPG vs EPAM
-33.7%
+159.7%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.9% | +4.7% | +1.3% |
| 7D | +4.9% | +13.4% | -8.5% | +2.8% |
| 30D | +15.6% | +47.1% | -31.5% | +9.0% |
| 3M | +4.1% | +71.2% | -67.1% | -4.3% |
| 6M | +13.6% | +48.9% | -35.4% | +5.9% |
| YTD | +27.5% | -22.2% | +49.8% | +31.7% |
| 1Y | +32.2% | -5.2% | +37.4% | +31.1% |
| 3Y | +126.0% | -34.9% | +161.0% | +123.9% |
| All | +126.0% | -33.7% | +159.7% | +123.9% |
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