+343.3%
SPGI vs EPAM
+157.4%
+186.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | +1.2% | +2.4% | -1.2% | +0.6% |
| 30D | +15.9% | +42.3% | -26.4% | +5.1% |
| 3M | +12.3% | +60.7% | -48.4% | -1.6% |
| 6M | +23.7% | +80.5% | -56.8% | +3.9% |
| YTD | -3.5% | -20.4% | +16.8% | -0.9% |
| 1Y | +0.4% | -9.6% | +10.0% | -0.1% |
| 3Y | +29.9% | -30.5% | +60.4% | +31.6% |
| 5Y | +15.2% | -75.7% | +90.9% | +48.9% |
| All | +343.3% | +157.4% | +186.0% | +119.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling