-85.6%
SMR vs EPAM
-15.2%
-70.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.6% | -3.9% | -4.5% |
| 7D | -9.5% | +0.8% | -10.4% | -9.5% |
| 30D | -33.2% | +24.9% | -58.1% | -32.9% |
| 3M | -45.9% | +22.6% | -68.5% | -46.1% |
| 6M | -57.9% | +24.2% | -82.1% | -55.6% |
| YTD | -63.8% | -33.0% | -30.8% | -58.9% |
| 1Y | -85.6% | -13.3% | -72.3% | -83.4% |
| All | -85.6% | -15.2% | -70.4% | -83.4% |
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