+328.5%
SMH vs EPAM
-81.9%
+410.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.4% | +5.0% | +3.1% |
| 7D | +2.5% | +2.0% | +0.6% | +2.1% |
| 30D | -0.5% | +6.5% | -7.0% | -2.2% |
| 3M | -9.6% | +19.9% | -29.6% | -14.3% |
| 6M | +42.1% | -16.9% | +59.0% | +46.0% |
| YTD | +57.4% | -42.9% | +100.3% | +75.8% |
| 1Y | +96.2% | -30.4% | +126.6% | +107.3% |
| 3Y | +267.9% | -54.7% | +322.7% | +316.6% |
| All | +328.5% | -81.9% | +410.4% | +478.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling