+32.7%
SBUX vs EPAM
-11.8%
+44.4%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.6% | +5.4% | +3.9% |
| 7D | +4.8% | +9.1% | -4.2% | +4.5% |
| 30D | +20.6% | +38.5% | -17.9% | +18.3% |
| 3M | +4.3% | +61.0% | -56.7% | +1.1% |
| 6M | +5.5% | +58.0% | -52.5% | +1.8% |
| YTD | +32.3% | -23.5% | +55.8% | +32.7% |
| All | +32.7% | -11.8% | +44.4% | +28.9% |
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