+13.2%
SPGI vs EPAM
-77.2%
+90.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +20.6% | -22.6% | -5.5% |
| 7D | +2.6% | +23.0% | -20.5% | -1.6% |
| 30D | +19.3% | +51.6% | -32.3% | +10.1% |
| 3M | +15.5% | +50.8% | -35.3% | +6.3% |
| 6M | +18.3% | +51.1% | -32.8% | +8.2% |
| YTD | -3.8% | -19.1% | +15.3% | -2.5% |
| 1Y | +1.3% | +3.0% | -1.6% | -1.4% |
| 3Y | +33.6% | -31.2% | +64.8% | +34.7% |
| 5Y | +13.2% | -76.5% | +89.7% | +35.0% |
| All | +13.2% | -77.2% | +90.3% | +35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling