+100.4%
SIMO vs EPAM
-10.0%
+110.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.8% | +9.5% | +8.2% |
| 7D | +0.9% | +18.5% | -17.6% | +12.9% |
| 30D | -25.4% | +44.0% | -69.4% | -7.9% |
| 3M | -17.8% | +63.0% | -80.7% | +8.4% |
| 6M | -29.6% | +67.3% | -96.8% | -0.9% |
| YTD | +100.3% | -20.5% | +120.8% | +189.0% |
| 1Y | +100.4% | -9.6% | +110.0% | +150.1% |
| All | +100.4% | -10.0% | +110.4% | +150.1% |
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