+495.6%
SBUX vs EPAM
+1,084.1%
-588.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.1% |
| 7D | +0.2% | +18.5% | -18.4% | -3.6% |
| 30D | +19.1% | +44.0% | -25.0% | +10.1% |
| 3M | +3.6% | +63.0% | -59.4% | -6.8% |
| 6M | +5.1% | +67.3% | -62.1% | -7.0% |
| YTD | +32.9% | -20.5% | +53.4% | +35.1% |
| 1Y | +30.4% | -9.6% | +40.0% | +29.0% |
| 3Y | +13.0% | -30.8% | +43.8% | +13.8% |
| 5Y | +10.5% | -75.6% | +86.2% | +28.4% |
| 10Y | +152.8% | +159.6% | -6.8% | +72.1% |
| All | +495.6% | +1,084.1% | -588.6% | +235.6% |
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