+73.0%
SIMO vs EPAM
-4.9%
+77.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.9% | +8.0% | +2.1% |
| 7D | -22.0% | +13.4% | -35.4% | -14.6% |
| 30D | -43.0% | +47.1% | -90.1% | -29.1% |
| 3M | -39.1% | +71.2% | -110.3% | -18.5% |
| 6M | -33.3% | +48.9% | -82.2% | -7.7% |
| YTD | +77.0% | -22.2% | +99.2% | +151.3% |
| 1Y | +73.0% | -5.2% | +78.2% | +123.1% |
| All | +73.0% | -4.9% | +77.9% | +123.1% |
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