+1,008.2%
SMCI vs EPAM
-81.7%
+1,089.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +2.0% |
| 7D | +9.7% | -0.9% | +10.6% | +9.9% |
| 30D | +29.3% | +18.4% | +11.0% | +24.1% |
| 3M | -8.5% | +19.2% | -27.7% | -13.6% |
| 6M | +28.6% | -21.0% | +49.5% | +34.7% |
| YTD | +37.5% | -43.7% | +81.3% | +56.3% |
| 1Y | +0.5% | -29.9% | +30.4% | +6.7% |
| 3Y | +43.4% | -56.5% | +100.0% | +69.0% |
| 5Y | +1,008.2% | -81.7% | +1,089.9% | +1,409.6% |
| All | +1,008.2% | -81.7% | +1,089.9% | +1,409.6% |
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