+33.0%
SPGI vs EPAM
-31.1%
+64.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +20.6% | -22.6% | -5.6% |
| 7D | +2.6% | +23.0% | -20.5% | -1.7% |
| 30D | +19.3% | +51.6% | -32.3% | +9.6% |
| 3M | +15.5% | +50.8% | -35.3% | +5.7% |
| 6M | +18.3% | +51.1% | -32.8% | +7.2% |
| YTD | -3.8% | -19.1% | +15.3% | -3.1% |
| 1Y | +1.3% | +3.0% | -1.6% | -1.5% |
| All | +33.0% | -31.1% | +64.1% | +31.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling