+6.7%
SM vs EPAM
+65.3%
-58.6%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.4% | -0.1% | -1.9% |
| 7D | +0.1% | +2.0% | -1.9% | -0.4% |
| 30D | +26.3% | +6.5% | +19.8% | +23.5% |
| 3M | +8.7% | +19.9% | -11.3% | +2.2% |
| 6M | +51.7% | -16.9% | +68.6% | +56.8% |
| YTD | +99.0% | -42.9% | +141.9% | +125.2% |
| 1Y | +34.6% | -30.4% | +65.0% | +43.4% |
| 3Y | -7.8% | -54.7% | +47.0% | +6.1% |
| 5Y | +104.8% | -81.8% | +186.6% | +198.0% |
| All | +6.7% | +65.3% | -58.6% | -37.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling