+144.0%
SMTC vs EPAM
-31.1%
+175.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -2.4% | +11.6% | +8.6% |
| 7D | +12.7% | +2.0% | +10.8% | +13.4% |
| 30D | +22.0% | +6.5% | +15.4% | +25.7% |
| 3M | -12.7% | +19.9% | -32.6% | -4.4% |
| 6M | +64.8% | -16.9% | +81.7% | +86.2% |
| YTD | +100.7% | -42.9% | +143.6% | +135.7% |
| All | +144.0% | -31.1% | +175.1% | +170.1% |
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