+338.6%
SPGI vs EPAM
+165.6%
+173.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.6% |
| 7D | -1.4% | +18.5% | -19.9% | -6.2% |
| 30D | +15.3% | +44.0% | -28.8% | +4.1% |
| 3M | +16.5% | +63.0% | -46.5% | +1.7% |
| 6M | +19.8% | +67.3% | -47.4% | +2.7% |
| YTD | -3.2% | -20.5% | +17.3% | -0.5% |
| 1Y | +1.8% | -9.6% | +11.4% | +1.2% |
| 3Y | +30.6% | -30.8% | +61.4% | +32.5% |
| 5Y | +16.0% | -75.6% | +91.7% | +49.8% |
| 10Y | +338.6% | +159.6% | +179.0% | +116.8% |
| All | +338.6% | +165.6% | +173.0% | +116.8% |
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