+471.3%
SBUX vs EPAM
+1,058.6%
-587.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.9% | +3.1% | 0.0% |
| 7D | +1.7% | +13.4% | -11.7% | -1.3% |
| 30D | +12.6% | +47.1% | -34.4% | +3.7% |
| 3M | +0.8% | +71.2% | -70.4% | -10.2% |
| 6M | +0.2% | +48.9% | -48.7% | -9.3% |
| YTD | +27.4% | -22.2% | +49.7% | +30.2% |
| 1Y | +31.5% | -5.2% | +36.6% | +28.8% |
| 3Y | +9.3% | -34.9% | +44.2% | +11.5% |
| 5Y | +1.5% | -77.4% | +78.9% | +20.0% |
| 10Y | +147.9% | +158.1% | -10.2% | +69.1% |
| All | +471.3% | +1,058.6% | -587.3% | +223.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling