+110.2%
SPOT vs EPAM
-77.4%
+187.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.9% | +2.0% | -0.9% |
| 7D | +1.6% | +13.4% | -11.8% | -2.1% |
| 30D | +17.6% | +47.1% | -29.5% | +6.2% |
| 3M | +26.9% | +71.2% | -44.2% | +10.4% |
| 6M | +41.8% | +48.9% | -7.1% | +26.0% |
| YTD | +3.8% | -22.2% | +26.1% | +7.3% |
| 1Y | -2.5% | -5.2% | +2.7% | -4.1% |
| 3Y | +260.6% | -34.9% | +295.5% | +270.9% |
| All | +110.2% | -77.4% | +187.6% | +178.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling