+1,425.7%
SMCI vs EPAM
+1,091.5%
+334.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | +0.6% | -11.9% | -11.5% |
| 7D | -0.3% | -1.1% | +0.8% | -0.2% |
| 30D | -30.9% | +41.8% | -72.8% | -38.0% |
| 3M | -28.2% | +63.4% | -91.6% | -38.5% |
| 6M | -17.7% | +72.2% | -89.9% | -32.1% |
| YTD | -7.8% | -20.0% | +12.2% | -6.5% |
| 1Y | -28.8% | -9.0% | -19.8% | -30.6% |
| 3Y | +1.5% | -30.4% | +31.8% | +3.2% |
| 5Y | +517.8% | -75.6% | +593.4% | +674.8% |
| 10Y | +958.4% | +161.2% | +797.3% | +561.0% |
| All | +1,425.7% | +1,091.5% | +334.2% | +654.6% |
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 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