+515.5%
SIMO vs EPAM
+65.3%
+450.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -2.4% | +11.1% | +9.1% |
| 7D | +4.2% | +2.0% | +2.3% | +3.8% |
| 30D | +4.1% | +6.5% | -2.4% | +2.1% |
| 3M | -12.9% | +19.9% | -32.8% | -17.8% |
| 6M | +110.3% | -16.9% | +127.3% | +114.0% |
| YTD | +178.6% | -42.9% | +221.4% | +206.9% |
| 1Y | +220.0% | -30.4% | +250.4% | +234.3% |
| 3Y | +409.0% | -54.7% | +463.8% | +468.9% |
| 5Y | +277.3% | -81.8% | +359.1% | +402.0% |
| All | +515.5% | +65.3% | +450.2% | +224.8% |
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 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