+100.5%
SIMO vs EPAM
-15.2%
+115.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.6% | -9.0% | -9.9% |
| 7D | -16.9% | +0.8% | -17.7% | -16.2% |
| 30D | -35.4% | +24.9% | -60.3% | -27.7% |
| 3M | -31.9% | +22.6% | -54.5% | -22.7% |
| 6M | -19.3% | +24.2% | -43.5% | +0.9% |
| YTD | +98.5% | -33.0% | +131.4% | +154.3% |
| 1Y | +100.5% | -13.3% | +113.8% | +140.9% |
| All | +100.5% | -15.2% | +115.7% | +140.9% |
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