+625.2%
SPY vs EPAM
+1,084.1%
-458.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.5% |
| 7D | -0.9% | +18.5% | -19.4% | -4.4% |
| 30D | -2.4% | +44.0% | -46.4% | -9.1% |
| 3M | -1.2% | +63.0% | -64.1% | -10.3% |
| 6M | +3.3% | +67.3% | -64.0% | -7.8% |
| YTD | +12.3% | -20.5% | +32.8% | +14.1% |
| 1Y | +12.4% | -9.6% | +22.1% | +11.4% |
| 3Y | +78.8% | -30.8% | +109.6% | +80.3% |
| 5Y | +75.2% | -75.6% | +150.8% | +102.6% |
| 10Y | +311.1% | +159.6% | +151.5% | +190.5% |
| All | +625.2% | +1,084.1% | -458.9% | +338.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling