+331.8%
SPGI vs EPAM
+170.1%
+161.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.9% | +2.9% | 0.0% |
| 7D | +0.3% | +13.4% | -13.1% | -3.5% |
| 30D | +18.4% | +47.1% | -28.7% | +6.4% |
| 3M | +15.7% | +71.2% | -55.5% | -0.3% |
| 6M | +17.3% | +48.9% | -31.7% | +3.5% |
| YTD | -4.7% | -22.2% | +17.5% | -1.4% |
| 1Y | +1.8% | -5.2% | +7.0% | 0.0% |
| 3Y | +31.7% | -34.9% | +66.6% | +35.8% |
| 5Y | +12.1% | -77.4% | +89.5% | +48.9% |
| All | +331.8% | +170.1% | +161.7% | +114.1% |
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