+55.8%
SMR vs EPAM
-33.7%
+89.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | -3.9% | +20.1% | +17.0% |
| 7D | -9.6% | +13.4% | -23.0% | -13.0% |
| 30D | -33.8% | +47.1% | -80.8% | -41.0% |
| 3M | -46.4% | +71.2% | -117.5% | -54.4% |
| 6M | -62.4% | +48.9% | -111.4% | -67.3% |
| YTD | -64.1% | -22.2% | -41.9% | -59.4% |
| 1Y | -84.3% | -5.2% | -79.2% | -83.9% |
| 3Y | +55.8% | -34.9% | +90.8% | +33.0% |
| All | +55.8% | -33.7% | +89.5% | +33.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling