+1,803.3%
SMH vs EPAM
+65.2%
+1,738.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +1.6% |
| 7D | +5.2% | -0.9% | +6.1% | +5.5% |
| 30D | -1.5% | +18.4% | -19.9% | -6.7% |
| 3M | -4.1% | +19.2% | -23.3% | -11.5% |
| 6M | +50.8% | -21.0% | +71.7% | +57.5% |
| YTD | +59.3% | -43.7% | +103.0% | +83.8% |
| 1Y | +94.1% | -29.9% | +124.0% | +106.1% |
| 3Y | +286.7% | -56.5% | +343.3% | +360.0% |
| 5Y | +339.4% | -81.7% | +421.1% | +560.8% |
| 10Y | +1,803.3% | +64.5% | +1,738.8% | +831.6% |
| All | +1,803.3% | +65.2% | +1,738.0% | +831.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling