+1,620.2%
SMCI vs EPAM
+1,084.1%
+536.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.8% | +10.3% | +9.7% |
| 7D | +2.8% | +18.5% | -15.7% | -2.9% |
| 30D | -23.9% | +44.0% | -67.9% | -32.0% |
| 3M | -3.7% | +63.0% | -66.7% | -17.4% |
| 6M | -9.2% | +67.3% | -76.5% | -24.4% |
| YTD | +4.0% | -20.5% | +24.5% | +5.6% |
| 1Y | -21.6% | -9.6% | -12.0% | -23.5% |
| 3Y | +14.4% | -30.8% | +45.2% | +16.6% |
| 5Y | +586.8% | -75.6% | +662.4% | +761.5% |
| 10Y | +1,093.3% | +159.6% | +933.8% | +646.6% |
| All | +1,620.2% | +1,084.1% | +536.0% | +752.3% |
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 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