+19.6%
SPYG vs EPAM
-30.2%
+49.8%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.2% | -0.4% |
| 7D | +0.3% | -2.2% | +2.5% | +0.4% |
| 30D | -1.7% | +17.8% | -19.5% | -2.0% |
| 3M | +3.6% | +19.9% | -16.2% | +3.6% |
| 6M | +16.6% | -21.6% | +38.2% | +20.6% |
| YTD | +13.4% | -44.0% | +57.4% | +21.4% |
| 1Y | +19.6% | -30.5% | +50.1% | +23.3% |
| All | +19.6% | -30.2% | +49.8% | +23.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling