+526.3%
SPMO vs EPAM
+63.0%
+463.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | +2.7% | -2.2% | +4.9% | +3.1% |
| 30D | +1.1% | +17.8% | -16.7% | -2.1% |
| 3M | +2.0% | +19.9% | -17.8% | -2.7% |
| 6M | +26.5% | -21.6% | +48.1% | +30.9% |
| YTD | +26.5% | -44.0% | +70.5% | +39.2% |
| 1Y | +27.9% | -30.5% | +58.4% | +33.7% |
| 3Y | +160.4% | -56.8% | +217.2% | +191.3% |
| 5Y | +151.5% | -81.7% | +233.2% | +224.4% |
| 10Y | +526.3% | +68.4% | +457.9% | +288.4% |
| All | +526.3% | +63.0% | +463.3% | +288.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling