+460.3%
SPMO vs EPAM
+96.4%
+363.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.9% | +5.5% | +2.2% |
| 7D | -8.7% | +13.4% | -22.1% | -11.2% |
| 30D | -18.7% | +47.1% | -65.8% | -24.6% |
| 3M | -16.4% | +71.2% | -87.6% | -24.9% |
| 6M | -11.9% | +48.9% | -60.8% | -19.9% |
| YTD | +4.9% | -22.2% | +27.1% | +7.5% |
| 1Y | +6.2% | -5.2% | +11.4% | +4.3% |
| 3Y | +115.1% | -34.9% | +150.1% | +120.5% |
| 5Y | +102.2% | -77.4% | +179.6% | +150.1% |
| 10Y | +422.3% | +158.1% | +264.3% | +236.6% |
| All | +460.3% | +96.4% | +363.9% | +264.8% |
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