+407.5%
SIMO vs EPAM
+168.6%
+238.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.7% | -6.4% | -2.4% |
| 7D | -16.0% | +18.8% | -34.8% | -18.8% |
| 30D | -35.8% | +44.9% | -80.7% | -40.2% |
| 3M | -26.5% | +68.6% | -95.1% | -33.9% |
| 6M | -33.0% | +65.4% | -98.4% | -41.3% |
| YTD | +84.3% | -19.9% | +104.2% | +89.2% |
| 1Y | +82.0% | -10.0% | +92.0% | +81.3% |
| 3Y | +218.5% | -30.3% | +248.8% | +224.2% |
| 5Y | +175.0% | -75.7% | +250.7% | +248.5% |
| 10Y | +407.5% | +167.2% | +240.3% | +154.6% |
| All | +407.5% | +168.6% | +238.9% | +154.6% |
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