-80.9%
SMR vs EPAM
-11.8%
-69.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.6% | +8.6% | +6.9% |
| 7D | +1.7% | +9.1% | -7.4% | +3.5% |
| 30D | -24.4% | +38.5% | -62.9% | -23.5% |
| 3M | -44.6% | +61.0% | -105.6% | -44.1% |
| 6M | -56.7% | +58.0% | -114.7% | -55.3% |
| YTD | -61.6% | -23.5% | -38.2% | -53.4% |
| All | -80.9% | -11.8% | -69.1% | -82.5% |
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