+264.0%
SPOT vs EPAM
+4.1%
+259.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.4% | -0.8% | -2.5% |
| 7D | -0.9% | +2.0% | -2.9% | -1.5% |
| 30D | +12.5% | +6.5% | +6.0% | +9.8% |
| 3M | +9.9% | +19.9% | -10.0% | +2.9% |
| 6M | +1.6% | -16.9% | +18.5% | +5.5% |
| YTD | -6.6% | -42.9% | +36.3% | +7.3% |
| 1Y | -22.9% | -30.4% | +7.4% | -17.0% |
| 3Y | +244.3% | -54.7% | +299.0% | +299.1% |
| 5Y | +117.8% | -81.8% | +199.6% | +219.4% |
| All | +264.0% | +4.1% | +259.9% | +150.4% |
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