+203.1%
SIMO vs EPAM
-31.1%
+234.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +20.6% | -35.0% | -12.0% |
| 7D | -31.4% | +23.0% | -54.4% | -29.3% |
| 30D | -45.2% | +51.6% | -96.7% | -42.8% |
| 3M | -36.5% | +50.8% | -87.3% | -33.7% |
| 6M | -34.2% | +51.1% | -85.3% | -30.1% |
| YTD | +69.9% | -19.1% | +89.0% | +101.8% |
| 1Y | +60.4% | +3.0% | +57.4% | +79.9% |
| All | +203.1% | -31.1% | +234.2% | +254.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling