+573.2%
SPMO vs EPAM
+44.3%
+528.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +3.9% | +2.0% |
| 7D | +2.0% | +2.0% | +0.1% | +1.6% |
| 30D | -0.4% | +6.5% | -6.9% | -1.9% |
| 3M | -1.9% | +19.9% | -21.8% | -6.3% |
| 6M | +25.0% | -16.9% | +42.0% | +27.7% |
| YTD | +26.0% | -42.9% | +68.9% | +37.7% |
| 1Y | +28.7% | -30.4% | +59.0% | +34.3% |
| 3Y | +160.9% | -54.7% | +215.6% | +188.0% |
| 5Y | +147.9% | -81.8% | +229.7% | +215.2% |
| 10Y | +518.9% | +65.5% | +453.5% | +328.6% |
| All | +573.2% | +44.3% | +528.9% | +367.2% |
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 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