+84.6%
SPYG vs EPAM
-81.7%
+166.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.3% |
| 7D | +1.2% | -0.9% | +2.1% | +1.3% |
| 30D | -1.6% | +18.4% | -19.9% | -4.1% |
| 3M | +3.4% | +19.2% | -15.9% | -0.2% |
| 6M | +18.9% | -21.0% | +39.8% | +22.5% |
| YTD | +13.8% | -43.7% | +57.5% | +23.3% |
| 1Y | +20.6% | -29.9% | +50.5% | +25.4% |
| 3Y | +100.5% | -56.5% | +157.1% | +119.7% |
| 5Y | +84.6% | -81.7% | +166.3% | +125.1% |
| All | +84.6% | -81.7% | +166.3% | +125.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling