+11.1%
SMR vs EPAM
-45.8%
+56.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -1.5% | +16.7% | +15.6% |
| 7D | +21.4% | -0.9% | +22.3% | +21.6% |
| 30D | +13.8% | +18.4% | -4.5% | +9.9% |
| 3M | +3.9% | +19.2% | -15.3% | -1.5% |
| 6M | -4.2% | -21.0% | +16.8% | +0.7% |
| YTD | -21.1% | -43.7% | +22.6% | -10.2% |
| 1Y | -67.1% | -29.9% | -37.2% | -64.8% |
| 3Y | +88.9% | -56.5% | +145.4% | +120.0% |
| All | +11.1% | -45.8% | +56.9% | +30.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling