+15.5%
SM vs EPAM
+157.4%
-141.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | +9.4% | +2.4% | +7.0% | +8.7% |
| 30D | -14.4% | +42.3% | -56.7% | -22.8% |
| 3M | +1.6% | +60.7% | -59.1% | -11.5% |
| 6M | +6.3% | +80.5% | -74.1% | -11.5% |
| YTD | +78.8% | -20.4% | +99.2% | +83.2% |
| 1Y | +83.1% | -9.6% | +92.7% | +81.1% |
| 3Y | -5.9% | -30.5% | +24.6% | -4.3% |
| 5Y | +4.8% | -75.7% | +80.5% | +43.1% |
| All | +15.5% | +157.4% | -141.9% | -35.7% |
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 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