+9.3%
SBUX vs EPAM
-33.7%
+43.0%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.9% | +3.1% | -0.3% |
| 7D | +1.7% | +13.4% | -11.7% | -0.1% |
| 30D | +12.6% | +47.1% | -34.4% | +6.9% |
| 3M | +0.8% | +71.2% | -70.4% | -6.5% |
| 6M | +0.2% | +48.9% | -48.7% | -6.0% |
| YTD | +27.4% | -22.2% | +49.7% | +31.5% |
| 1Y | +31.5% | -5.2% | +36.6% | +30.8% |
| 3Y | +9.3% | -34.9% | +44.2% | +3.4% |
| All | +9.3% | -33.7% | +43.0% | +3.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling