-17.7%
SM vs EPAM
-31.1%
+13.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +20.6% | -25.2% | -8.7% |
| 7D | -25.1% | +23.0% | -48.2% | -28.7% |
| 30D | -15.6% | +51.6% | -67.2% | -23.6% |
| 3M | +2.7% | +50.8% | -48.1% | -7.3% |
| 6M | -3.8% | +51.1% | -55.0% | -13.8% |
| YTD | +61.8% | -19.1% | +81.0% | +68.5% |
| 1Y | +71.4% | +3.0% | +68.4% | +66.3% |
| All | -17.7% | -31.1% | +13.4% | -18.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling