+14.0%
SPGI vs EPAM
-75.8%
+89.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.5% |
| 7D | -0.8% | -1.1% | +0.3% | -0.7% |
| 30D | +14.3% | +41.8% | -27.6% | +6.8% |
| 3M | +14.5% | +63.4% | -48.9% | +4.1% |
| 6M | +17.3% | +72.2% | -54.9% | +4.8% |
| YTD | -4.6% | -20.0% | +15.5% | -3.2% |
| 1Y | +0.8% | -9.0% | +9.8% | +0.1% |
| 3Y | +28.8% | -30.4% | +59.2% | +29.6% |
| 5Y | +14.0% | -75.6% | +89.6% | +31.2% |
| All | +14.0% | -75.8% | +89.7% | +31.2% |
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