+1,250.3%
SPGI vs EPAM
+1,105.1%
+145.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +20.6% | -22.6% | -6.7% |
| 7D | +2.6% | +23.0% | -20.5% | -2.9% |
| 30D | +19.3% | +51.6% | -32.3% | +7.4% |
| 3M | +15.5% | +50.8% | -35.3% | +3.5% |
| 6M | +18.3% | +51.1% | -32.8% | +5.2% |
| YTD | -3.8% | -19.1% | +15.3% | -1.7% |
| 1Y | +1.3% | +3.0% | -1.6% | -2.2% |
| 3Y | +33.6% | -31.2% | +64.8% | +35.7% |
| 5Y | +13.2% | -76.5% | +89.7% | +38.2% |
| 10Y | +346.3% | +168.4% | +177.9% | +191.9% |
| All | +1,250.3% | +1,105.1% | +145.2% | +650.4% |
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