+307.8%
SPY vs EPAM
+157.4%
+150.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | +0.1% | -0.3% |
| 7D | +2.6% | +2.4% | +0.2% | +2.1% |
| 30D | -2.0% | +42.3% | -44.3% | -9.1% |
| 3M | -2.8% | +60.7% | -63.4% | -12.3% |
| 6M | +2.1% | +80.5% | -78.4% | -11.1% |
| YTD | +11.5% | -20.4% | +31.9% | +13.7% |
| 1Y | +13.5% | -9.6% | +23.1% | +12.5% |
| 3Y | +77.7% | -30.5% | +108.2% | +79.3% |
| 5Y | +72.6% | -75.7% | +148.3% | +112.0% |
| All | +307.8% | +157.4% | +150.5% | +130.4% |
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 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