+254.8%
SPOT vs EPAM
+2.6%
+252.2%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.1% | -2.1% |
| 7D | -2.9% | -0.9% | -2.0% | -2.6% |
| 30D | +8.3% | +18.4% | -10.1% | +3.0% |
| 3M | +5.1% | +19.2% | -14.2% | -1.5% |
| 6M | -6.5% | -21.0% | +14.5% | -1.4% |
| YTD | -9.0% | -43.7% | +34.8% | +5.1% |
| 1Y | -26.4% | -29.9% | +3.5% | -20.9% |
| 3Y | +240.0% | -56.5% | +296.6% | +299.5% |
| 5Y | +111.7% | -81.7% | +193.4% | +208.9% |
| All | +254.8% | +2.6% | +252.2% | +145.1% |
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