+82.7%
SPG vs EPAM
-75.7%
+158.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +2.0% | +2.4% | -0.4% | +1.6% |
| 30D | +17.2% | +42.3% | -25.1% | +10.6% |
| 3M | +6.3% | +60.7% | -54.3% | -1.9% |
| 6M | +18.7% | +80.5% | -61.8% | +6.6% |
| YTD | +30.1% | -20.4% | +50.5% | +32.3% |
| 1Y | +32.8% | -9.6% | +42.4% | +32.1% |
| 3Y | +133.6% | -30.5% | +164.1% | +136.1% |
| All | +82.7% | -75.7% | +158.5% | +100.5% |
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