+601.8%
SPY vs EPAM
+1,058.6%
-456.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.9% | +4.2% | +1.0% |
| 7D | -2.7% | +13.4% | -16.1% | -5.4% |
| 30D | -5.4% | +47.1% | -52.5% | -12.3% |
| 3M | -4.1% | +71.2% | -75.3% | -13.7% |
| 6M | +0.7% | +48.9% | -48.2% | -8.2% |
| YTD | +8.7% | -22.2% | +30.9% | +10.9% |
| 1Y | +10.9% | -5.2% | +16.1% | +8.8% |
| 3Y | +75.0% | -34.9% | +109.9% | +78.6% |
| 5Y | +67.8% | -77.4% | +145.2% | +97.3% |
| 10Y | +312.9% | +158.1% | +154.8% | +192.3% |
| All | +601.8% | +1,058.6% | -456.8% | +326.3% |
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