+77.8%
SHAK vs EPAM
+69.2%
+8.6%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -1.9% | -2.0% |
| 7D | -11.0% | -4.5% | -6.5% | -9.7% |
| 30D | -14.0% | +14.6% | -28.7% | -17.6% |
| 3M | +13.3% | +23.1% | -9.8% | +5.1% |
| 6M | -35.3% | -19.5% | -15.9% | -31.9% |
| YTD | -24.0% | -44.1% | +20.1% | -11.6% |
| 1Y | -36.7% | -25.2% | -11.5% | -33.0% |
| 3Y | -5.4% | -56.8% | +51.5% | +13.5% |
| 5Y | -24.9% | -81.7% | +56.8% | +8.7% |
| All | +77.8% | +69.2% | +8.6% | +5.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling