+312.8%
SPY vs EPAM
+66.7%
+246.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | +0.1% |
| 7D | +0.1% | +2.0% | -1.8% | -0.3% |
| 30D | +0.1% | +6.5% | -6.5% | -1.6% |
| 3M | +2.0% | +19.9% | -17.9% | -2.7% |
| 6M | +13.0% | -16.9% | +29.9% | +15.7% |
| YTD | +13.5% | -42.9% | +56.4% | +24.6% |
| 1Y | +20.0% | -30.4% | +50.3% | +25.7% |
| 3Y | +77.2% | -54.7% | +131.9% | +96.4% |
| 5Y | +81.9% | -81.8% | +163.7% | +135.5% |
| All | +312.8% | +66.7% | +246.2% | +158.6% |
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