+101.5%
SFM vs EPAM
-77.4%
+178.9%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -3.9% | -1.0% | -4.6% |
| 7D | -1.2% | +13.4% | -14.6% | -2.1% |
| 30D | -24.8% | +47.1% | -71.8% | -26.6% |
| 3M | -43.7% | +71.2% | -114.9% | -45.6% |
| 6M | -37.3% | +48.9% | -86.2% | -39.2% |
| YTD | -38.4% | -22.2% | -16.1% | -37.9% |
| 1Y | -36.9% | -5.2% | -31.7% | -37.3% |
| 3Y | +20.7% | -34.9% | +55.6% | +21.8% |
| All | +101.5% | -77.4% | +178.9% | +96.8% |
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