+128.8%
SBUX vs EPAM
+65.2%
+63.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -0.9% | -2.0% |
| 7D | -3.9% | -0.9% | -3.0% | -3.7% |
| 30D | -2.8% | +18.4% | -21.2% | -6.3% |
| 3M | +8.2% | +19.2% | -11.0% | +3.1% |
| 6M | +4.3% | -21.0% | +25.2% | +8.1% |
| YTD | +23.3% | -43.7% | +67.1% | +36.4% |
| 1Y | +24.3% | -29.9% | +54.2% | +30.3% |
| 3Y | +15.5% | -56.5% | +72.0% | +29.4% |
| 5Y | -2.7% | -81.7% | +79.0% | +24.8% |
| 10Y | +128.8% | +64.5% | +64.3% | +52.3% |
| All | +128.8% | +65.2% | +63.6% | +52.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling