-4.3%
SM vs EPAM
-76.7%
+72.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.7% | -3.2% | +0.9% |
| 7D | -19.5% | +18.8% | -38.3% | -21.5% |
| 30D | -20.2% | +44.9% | -65.2% | -24.3% |
| 3M | -6.5% | +68.6% | -75.1% | -13.0% |
| 6M | +1.6% | +65.4% | -63.9% | -5.9% |
| YTD | +61.2% | -19.9% | +81.1% | +63.1% |
| 1Y | +65.4% | -10.0% | +75.4% | +64.7% |
| 3Y | -13.0% | -30.3% | +17.2% | -13.0% |
| 5Y | -4.3% | -75.7% | +71.4% | +16.3% |
| All | -4.3% | -76.7% | +72.4% | +16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling