+79.0%
SPY vs EPAM
-30.2%
+109.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.4% |
| 7D | -0.9% | +18.5% | -19.4% | -2.6% |
| 30D | -2.4% | +44.0% | -46.4% | -6.1% |
| 3M | -1.2% | +63.0% | -64.1% | -6.4% |
| 6M | +3.3% | +67.3% | -64.0% | -3.1% |
| YTD | +12.3% | -20.5% | +32.8% | +16.8% |
| 1Y | +12.4% | -9.6% | +22.1% | +14.4% |
| All | +79.0% | -30.2% | +109.2% | +79.7% |
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