+1,167.7%
SPGI vs EPAM
+751.2%
+416.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -1.0% |
| 7D | +0.1% | +2.0% | -1.8% | -0.3% |
| 30D | +8.4% | +6.5% | +1.9% | +6.3% |
| 3M | +11.8% | +19.9% | -8.1% | +6.1% |
| 6M | +5.7% | -16.9% | +22.6% | +9.0% |
| YTD | -9.7% | -42.9% | +33.2% | +1.0% |
| 1Y | -12.5% | -30.4% | +17.9% | -6.9% |
| 3Y | +21.8% | -54.7% | +76.6% | +37.8% |
| 5Y | +8.2% | -81.8% | +90.0% | +40.6% |
| 10Y | +309.5% | +65.5% | +244.1% | +200.0% |
| All | +1,167.7% | +751.2% | +416.5% | +671.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling