+3,762.2%
SMH vs EPAM
+757.5%
+3,004.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.0% | -1.5% | +0.7% |
| 7D | +0.3% | +0.7% | -0.5% | +0.1% |
| 30D | -2.8% | +17.6% | -20.4% | -7.2% |
| 3M | -6.7% | +27.1% | -33.8% | -14.8% |
| 6M | +41.8% | -17.0% | +58.7% | +45.1% |
| YTD | +57.9% | -42.4% | +100.3% | +77.8% |
| 1Y | +87.6% | -25.3% | +112.9% | +94.4% |
| 3Y | +282.9% | -55.7% | +338.7% | +344.4% |
| 5Y | +330.4% | -81.2% | +411.6% | +488.7% |
| 10Y | +1,857.0% | +73.2% | +1,783.8% | +1,291.0% |
| All | +3,762.2% | +757.5% | +3,004.7% | +2,100.2% |
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