+242.0%
SFM vs EPAM
-81.9%
+323.9%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.4% | +5.2% | +3.0% |
| 7D | -0.1% | +2.0% | -2.0% | -0.2% |
| 30D | -4.4% | +6.5% | -10.9% | -4.9% |
| 3M | +1.5% | +19.9% | -18.4% | 0.0% |
| 6M | +6.5% | -16.9% | +23.4% | +7.2% |
| YTD | +2.2% | -42.9% | +45.0% | +5.0% |
| 1Y | -41.9% | -30.4% | -11.5% | -41.1% |
| 3Y | +106.8% | -54.7% | +161.5% | +112.9% |
| All | +242.0% | -81.9% | +323.9% | +240.1% |
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