-2.7%
SMCI vs EPAM
-32.1%
+29.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -2.4% | +6.9% | +4.4% |
| 7D | +6.8% | +2.0% | +4.8% | +6.9% |
| 30D | +30.6% | +6.5% | +24.0% | +30.9% |
| 3M | -15.6% | +19.9% | -35.5% | -11.6% |
| 6M | +21.3% | -16.9% | +38.2% | +29.6% |
| YTD | +35.3% | -42.9% | +78.1% | +50.3% |
| 1Y | -2.7% | -30.4% | +27.6% | +3.4% |
| All | -2.7% | -32.1% | +29.4% | +3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling