+11.9%
SM vs EPAM
+165.6%
-153.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.8% | +6.4% | +5.8% |
| 7D | +0.3% | +18.5% | -18.2% | -4.8% |
| 30D | -17.3% | +44.0% | -61.4% | -25.7% |
| 3M | -3.6% | +63.0% | -66.6% | -16.3% |
| 6M | +2.9% | +67.3% | -64.4% | -12.6% |
| YTD | +70.2% | -20.5% | +90.7% | +74.5% |
| 1Y | +66.5% | -9.6% | +76.1% | +64.7% |
| 3Y | -8.2% | -30.8% | +22.6% | -6.5% |
| 5Y | -1.5% | -75.6% | +74.2% | +34.1% |
| 10Y | +11.9% | +159.6% | -147.7% | -38.1% |
| All | +11.9% | +165.6% | -153.7% | -38.1% |
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 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