+47.7%
SMTC vs EPAM
-4.9%
+52.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -3.9% | +16.6% | +11.0% |
| 7D | -19.0% | +13.4% | -32.4% | -11.9% |
| 30D | -46.7% | +47.1% | -93.8% | -35.9% |
| 3M | -23.4% | +71.2% | -94.6% | -3.3% |
| 6M | -13.4% | +48.9% | -62.3% | +13.5% |
| YTD | +40.1% | -22.2% | +62.3% | +94.5% |
| 1Y | +47.7% | -5.2% | +52.8% | +63.5% |
| All | +47.7% | -4.9% | +52.6% | +63.5% |
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