+81.5%
SPG vs EPAM
-78.1%
+159.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.6% | +3.6% | +2.2% |
| 7D | +5.1% | +9.1% | -4.0% | +3.3% |
| 30D | +16.8% | +38.5% | -21.6% | +10.6% |
| 3M | +5.7% | +61.0% | -55.3% | -2.5% |
| 6M | +17.8% | +58.0% | -40.2% | +8.0% |
| YTD | +30.1% | -23.5% | +53.6% | +33.2% |
| 1Y | +32.8% | -10.5% | +43.3% | +32.2% |
| 3Y | +137.2% | -33.8% | +171.0% | +141.6% |
| 5Y | +81.5% | -78.1% | +159.6% | +103.0% |
| All | +81.5% | -78.1% | +159.5% | +103.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling