+63.0%
SM vs EPAM
-11.8%
+74.8%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.6% | -1.2% | -2.6% |
| 7D | -22.3% | +9.1% | -31.3% | -23.0% |
| 30D | -21.4% | +38.5% | -59.8% | -25.0% |
| 3M | +1.4% | +61.0% | -59.6% | -5.4% |
| 6M | +0.1% | +58.0% | -57.9% | -6.7% |
| YTD | +59.0% | -23.5% | +82.4% | +66.7% |
| All | +63.0% | -11.8% | +74.8% | +61.0% |
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