+485.0%
SPMO vs EPAM
+93.4%
+391.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.6% | +6.0% | +4.7% |
| 7D | -1.9% | +9.1% | -11.0% | -4.0% |
| 30D | -14.1% | +38.5% | -52.6% | -19.5% |
| 3M | -13.1% | +61.0% | -74.0% | -21.0% |
| 6M | -9.4% | +58.0% | -67.4% | -18.6% |
| YTD | +9.5% | -23.5% | +33.0% | +12.5% |
| 1Y | +10.5% | -10.5% | +21.1% | +9.8% |
| 3Y | +124.4% | -33.8% | +158.2% | +129.0% |
| 5Y | +110.5% | -78.1% | +188.6% | +162.6% |
| 10Y | +450.3% | +157.7% | +292.6% | +255.1% |
| All | +485.0% | +93.4% | +391.6% | +281.9% |
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