+78.0%
SPY vs EPAM
-54.6%
+132.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | -0.1% |
| 7D | +0.1% | +2.0% | -1.8% | -0.1% |
| 30D | +0.1% | +6.5% | -6.5% | -0.9% |
| 3M | +2.0% | +19.9% | -17.9% | -0.7% |
| 6M | +13.0% | -16.9% | +29.9% | +15.8% |
| YTD | +13.5% | -42.9% | +56.4% | +22.8% |
| 1Y | +20.0% | -30.4% | +50.3% | +24.9% |
| All | +78.0% | -54.6% | +132.5% | +88.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling