+384.8%
SIMO vs EPAM
+170.1%
+214.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.9% | +8.0% | +4.7% |
| 7D | -22.0% | +13.4% | -35.4% | -24.1% |
| 30D | -43.0% | +47.1% | -90.1% | -47.2% |
| 3M | -39.1% | +71.2% | -110.3% | -45.5% |
| 6M | -33.3% | +48.9% | -82.2% | -40.3% |
| YTD | +77.0% | -22.2% | +99.2% | +82.4% |
| 1Y | +73.0% | -5.2% | +78.2% | +69.5% |
| 3Y | +215.7% | -34.9% | +250.7% | +226.1% |
| 5Y | +155.6% | -77.4% | +233.0% | +231.0% |
| All | +384.8% | +170.1% | +214.7% | +144.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling