-54.9%
SM vs EPAM
+1,105.1%
-1,160.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +20.6% | -25.2% | -9.7% |
| 7D | -25.1% | +23.0% | -48.2% | -29.5% |
| 30D | -15.6% | +51.6% | -67.2% | -24.8% |
| 3M | +2.7% | +50.8% | -48.1% | -8.9% |
| 6M | -3.8% | +51.1% | -55.0% | -15.6% |
| YTD | +61.8% | -19.1% | +81.0% | +64.8% |
| 1Y | +71.4% | +3.0% | +68.4% | +63.6% |
| 3Y | -20.7% | -31.2% | +10.4% | -19.1% |
| 5Y | -11.5% | -76.5% | +65.0% | +12.3% |
| 10Y | +10.2% | +168.4% | -158.2% | -37.1% |
| All | -54.9% | +1,105.1% | -1,160.0% | -79.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling