-13.1%
SM vs EPAM
-36.8%
+23.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.6% | -1.2% | -2.4% |
| 7D | -22.3% | +9.1% | -31.3% | -24.0% |
| 30D | -21.4% | +38.5% | -59.8% | -27.4% |
| 3M | +1.4% | +61.0% | -59.6% | -9.8% |
| 6M | +0.1% | +58.0% | -57.9% | -11.6% |
| YTD | +59.0% | -23.5% | +82.4% | +67.3% |
| 1Y | +64.3% | -10.5% | +74.9% | +65.3% |
| 3Y | -13.1% | -33.8% | +20.7% | -13.9% |
| All | -13.1% | -36.8% | +23.6% | -13.9% |
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