-80.4%
SMR vs EPAM
-10.0%
-70.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.1% |
| 7D | +1.9% | +18.5% | -16.6% | +4.4% |
| 30D | -21.9% | +44.0% | -66.0% | -20.5% |
| 3M | -47.1% | +63.0% | -110.1% | -46.3% |
| 6M | -60.6% | +67.3% | -127.9% | -59.3% |
| YTD | -63.1% | -20.5% | -42.6% | -55.0% |
| 1Y | -80.4% | -9.6% | -70.8% | -81.7% |
| All | -80.4% | -10.0% | -70.4% | -81.7% |
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 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