+226.8%
SMH vs EPAM
-36.8%
+263.6%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.6% | +6.6% | +5.1% |
| 7D | -4.1% | +9.1% | -13.2% | -4.4% |
| 30D | -19.2% | +38.5% | -57.7% | -21.2% |
| 3M | -16.4% | +61.0% | -77.3% | -19.9% |
| 6M | -14.0% | +58.0% | -72.0% | -17.8% |
| YTD | +35.3% | -23.5% | +58.8% | +50.3% |
| 1Y | +40.4% | -10.5% | +51.0% | +49.7% |
| 3Y | +226.8% | -33.8% | +260.7% | +244.5% |
| All | +226.8% | -36.8% | +263.6% | +244.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling