+1.6%
SBUX vs EPAM
-81.9%
+83.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | -0.9% |
| 7D | -3.1% | +2.0% | -5.1% | -3.4% |
| 30D | -0.9% | +6.5% | -7.4% | -2.1% |
| 3M | +11.6% | +19.9% | -8.3% | +7.8% |
| 6M | +8.8% | -16.9% | +25.7% | +10.8% |
| YTD | +26.3% | -42.9% | +69.2% | +35.5% |
| 1Y | +23.1% | -30.4% | +53.5% | +27.6% |
| 3Y | +15.0% | -54.7% | +69.7% | +23.3% |
| All | +1.6% | -81.9% | +83.5% | +12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling