+72.2%
SMTC vs EPAM
-15.2%
+87.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -0.6% | -12.3% | -13.1% |
| 7D | -24.5% | +0.8% | -25.3% | -24.1% |
| 30D | -42.5% | +24.9% | -67.4% | -37.3% |
| 3M | -14.1% | +22.6% | -36.7% | -5.4% |
| 6M | +3.6% | +24.2% | -20.6% | +24.0% |
| YTD | +50.6% | -33.0% | +83.5% | +92.5% |
| 1Y | +72.2% | -13.3% | +85.6% | +64.4% |
| All | +72.2% | -15.2% | +87.4% | +64.4% |
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