+12.5%
SPYM vs EPAM
-10.0%
+22.6%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.3% |
| 7D | -0.9% | +18.5% | -19.5% | -0.6% |
| 30D | -2.4% | +44.0% | -46.4% | -2.6% |
| 3M | -1.1% | +63.0% | -64.1% | -1.6% |
| 6M | +3.3% | +67.3% | -63.9% | +3.0% |
| YTD | +12.4% | -20.5% | +32.9% | +17.7% |
| 1Y | +12.5% | -9.6% | +22.2% | +12.5% |
| All | +12.5% | -10.0% | +22.6% | +12.5% |
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