-53.7%
SMR vs EPAM
-23.3%
-30.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.3% |
| 7D | -8.3% | +2.4% | -10.7% | -8.7% |
| 30D | -20.1% | +42.3% | -62.4% | -26.4% |
| 3M | -52.7% | +60.7% | -113.4% | -57.7% |
| 6M | -61.0% | +80.5% | -141.5% | -66.8% |
| YTD | -67.1% | -20.4% | -46.7% | -65.6% |
| 1Y | -79.9% | -9.6% | -70.3% | -79.6% |
| 3Y | +101.7% | -30.5% | +132.2% | +112.6% |
| All | -53.7% | -23.3% | -30.4% | -49.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling