-48.0%
SMR vs EPAM
-23.5%
-24.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.3% |
| 7D | +1.9% | +18.5% | -16.6% | -2.1% |
| 30D | -21.9% | +44.0% | -66.0% | -28.3% |
| 3M | -47.1% | +63.0% | -110.1% | -52.8% |
| 6M | -60.6% | +67.3% | -127.9% | -65.8% |
| YTD | -63.1% | -20.5% | -42.6% | -61.4% |
| 1Y | -80.4% | -9.6% | -70.8% | -80.2% |
| 3Y | +150.2% | -30.8% | +181.1% | +163.9% |
| All | -48.0% | -23.5% | -24.6% | -43.7% |
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