+94.1%
SMH vs EPAM
-32.1%
+126.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +1.0% |
| 7D | +5.2% | -0.9% | +6.1% | +5.1% |
| 30D | -1.5% | +18.4% | -19.9% | +0.4% |
| 3M | -4.1% | +19.2% | -23.3% | +0.3% |
| 6M | +50.8% | -21.0% | +71.7% | +63.3% |
| YTD | +59.3% | -43.7% | +103.0% | +81.1% |
| 1Y | +94.1% | -29.9% | +124.0% | +108.8% |
| All | +94.1% | -32.1% | +126.2% | +108.8% |
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