-16.9%
SM vs EPAM
-33.7%
+16.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.9% | +4.8% | +1.7% |
| 7D | -25.9% | +13.4% | -39.3% | -28.2% |
| 30D | -15.1% | +47.1% | -62.2% | -22.7% |
| 3M | +4.9% | +71.2% | -66.3% | -7.9% |
| 6M | +6.1% | +48.9% | -42.8% | -4.8% |
| YTD | +63.4% | -22.2% | +85.7% | +71.4% |
| 1Y | +72.5% | -5.2% | +77.6% | +70.8% |
| 3Y | -16.9% | -34.9% | +18.1% | -16.9% |
| All | -16.9% | -33.7% | +16.8% | -16.9% |
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