+156.7%
SIMO vs EPAM
-77.4%
+234.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.9% | +8.0% | +4.3% |
| 7D | -22.0% | +13.4% | -35.4% | -22.7% |
| 30D | -43.0% | +47.1% | -90.1% | -44.8% |
| 3M | -39.1% | +71.2% | -110.3% | -42.2% |
| 6M | -33.3% | +48.9% | -82.2% | -36.4% |
| YTD | +77.0% | -22.2% | +99.2% | +87.1% |
| 1Y | +73.0% | -5.2% | +78.2% | +76.1% |
| 3Y | +215.7% | -34.9% | +250.7% | +233.1% |
| All | +156.7% | -77.4% | +234.2% | +248.6% |
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 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