+304.8%
SPY vs EPAM
+168.6%
+136.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.7% | -5.0% | -1.2% |
| 7D | -0.6% | +18.8% | -19.4% | -4.3% |
| 30D | -3.7% | +44.9% | -48.6% | -11.0% |
| 3M | -2.7% | +68.6% | -71.3% | -13.0% |
| 6M | +2.2% | +65.4% | -63.2% | -9.5% |
| YTD | +10.8% | -19.9% | +30.7% | +12.9% |
| 1Y | +11.2% | -10.0% | +21.2% | +10.4% |
| 3Y | +76.5% | -30.3% | +106.7% | +78.0% |
| 5Y | +72.9% | -75.7% | +148.6% | +112.5% |
| 10Y | +304.8% | +167.2% | +137.6% | +129.5% |
| All | +304.8% | +168.6% | +136.2% | +129.5% |
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