+220.0%
SIMO vs EPAM
-32.1%
+252.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -2.4% | +11.1% | +7.9% |
| 7D | +4.2% | +2.0% | +2.3% | +5.0% |
| 30D | +4.1% | +6.5% | -2.4% | +7.9% |
| 3M | -12.9% | +19.9% | -32.8% | -3.0% |
| 6M | +110.3% | -16.9% | +127.3% | +141.3% |
| YTD | +178.6% | -42.9% | +221.4% | +239.4% |
| 1Y | +220.0% | -30.4% | +250.4% | +268.5% |
| All | +220.0% | -32.1% | +252.1% | +268.5% |
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