+72.5%
SM vs EPAM
-4.9%
+77.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.9% | +4.8% | +1.4% |
| 7D | -25.9% | +13.4% | -39.3% | -27.0% |
| 30D | -15.1% | +47.1% | -62.2% | -19.8% |
| 3M | +4.9% | +71.2% | -66.3% | -3.1% |
| 6M | +6.1% | +48.9% | -42.8% | 0.0% |
| YTD | +63.4% | -22.2% | +85.7% | +71.0% |
| 1Y | +72.5% | -5.2% | +77.6% | +67.5% |
| All | +72.5% | -4.9% | +77.4% | +67.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling