+3,211.1%
SMH vs EPAM
+1,040.5%
+2,170.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.6% | +6.6% | +5.4% |
| 7D | -4.1% | +9.1% | -13.2% | -7.5% |
| 30D | -19.2% | +38.5% | -57.7% | -27.2% |
| 3M | -16.4% | +61.0% | -77.3% | -28.1% |
| 6M | -14.0% | +58.0% | -72.0% | -27.7% |
| YTD | +35.3% | -23.5% | +58.8% | +38.4% |
| 1Y | +40.4% | -10.5% | +51.0% | +36.8% |
| 3Y | +226.8% | -33.8% | +260.7% | +232.6% |
| 5Y | +232.3% | -78.1% | +310.4% | +333.4% |
| 10Y | +1,469.9% | +157.7% | +1,312.2% | +892.2% |
| All | +3,211.1% | +1,040.5% | +2,170.6% | +1,612.3% |
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