+170.0%
SIMO vs EPAM
-75.7%
+245.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.4% | -5.2% | -5.6% |
| 7D | +4.1% | +2.4% | +1.7% | +4.0% |
| 30D | -24.0% | +42.3% | -66.3% | -26.1% |
| 3M | -31.8% | +60.7% | -92.4% | -34.7% |
| 6M | -36.9% | +80.5% | -117.4% | -41.5% |
| YTD | +84.8% | -20.4% | +105.2% | +95.1% |
| 1Y | +99.0% | -9.6% | +108.6% | +105.2% |
| 3Y | +217.9% | -30.5% | +248.4% | +232.7% |
| All | +170.0% | -75.7% | +245.7% | +239.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling