+73.9%
SMTC vs EPAM
-10.0%
+84.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -0.8% | +11.1% | +9.9% |
| 7D | +12.9% | +18.5% | -5.7% | +25.6% |
| 30D | -25.6% | +44.0% | -69.6% | -10.1% |
| 3M | -4.5% | +63.0% | -67.5% | +21.1% |
| 6M | -8.3% | +67.3% | -75.5% | +22.2% |
| YTD | +69.9% | -20.5% | +90.5% | +136.4% |
| 1Y | +73.9% | -9.6% | +83.5% | +114.0% |
| All | +73.9% | -10.0% | +84.0% | +114.0% |
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 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