+26.8%
SFM vs EPAM
-31.1%
+57.9%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +20.6% | -25.8% | -7.2% |
| 7D | +7.5% | +23.0% | -15.5% | +5.0% |
| 30D | -20.8% | +51.6% | -72.4% | -24.4% |
| 3M | -39.4% | +50.8% | -90.2% | -42.2% |
| 6M | -34.5% | +51.1% | -85.6% | -37.9% |
| YTD | -35.2% | -19.1% | -16.1% | -33.7% |
| 1Y | -35.3% | +3.0% | -38.3% | -36.3% |
| All | +26.8% | -31.1% | +57.9% | +37.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling