+466.2%
SBUX vs EPAM
+751.2%
-285.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | -0.8% |
| 7D | -3.1% | +2.0% | -5.1% | -3.5% |
| 30D | -0.9% | +6.5% | -7.4% | -2.5% |
| 3M | +11.6% | +19.9% | -8.3% | +6.6% |
| 6M | +8.8% | -16.9% | +25.7% | +11.3% |
| YTD | +26.3% | -42.9% | +69.2% | +38.2% |
| 1Y | +23.1% | -30.4% | +53.5% | +28.9% |
| 3Y | +15.0% | -54.7% | +69.7% | +26.9% |
| 5Y | +0.4% | -81.8% | +82.2% | +23.8% |
| 10Y | +130.7% | +65.5% | +65.2% | +72.2% |
| All | +466.2% | +751.2% | -285.0% | +243.2% |
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