+334.0%
SPGI vs EPAM
+168.6%
+165.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.7% | -4.2% | -0.7% |
| 7D | +1.6% | +18.8% | -17.2% | -3.5% |
| 30D | +16.1% | +44.9% | -28.9% | +4.7% |
| 3M | +15.5% | +68.6% | -53.1% | -0.1% |
| 6M | +19.6% | +65.4% | -45.8% | +2.8% |
| YTD | -3.6% | -19.9% | +16.3% | -1.0% |
| 1Y | +2.2% | -10.0% | +12.2% | +1.8% |
| 3Y | +30.1% | -30.3% | +60.4% | +31.7% |
| 5Y | +14.9% | -75.7% | +90.6% | +48.7% |
| 10Y | +334.0% | +167.2% | +166.8% | +114.7% |
| All | +334.0% | +168.6% | +165.3% | +114.7% |
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