+9.5%
SPGI vs EPAM
-81.9%
+91.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -1.1% |
| 7D | +0.1% | +2.0% | -1.8% | -0.2% |
| 30D | +8.4% | +6.5% | +1.9% | +6.8% |
| 3M | +11.8% | +19.9% | -8.1% | +7.3% |
| 6M | +5.7% | -16.9% | +22.6% | +8.1% |
| YTD | -9.7% | -42.9% | +33.2% | -1.8% |
| 1Y | -12.5% | -30.4% | +17.9% | -8.2% |
| 3Y | +21.8% | -54.7% | +76.6% | +33.3% |
| All | +9.5% | -81.9% | +91.4% | +35.8% |
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 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