+81.6%
SHAK vs EPAM
+69.5%
+12.1%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.5% | -6.0% | -6.3% |
| 7D | -7.2% | -2.2% | -5.1% | -6.6% |
| 30D | -11.8% | +17.8% | -29.6% | -16.2% |
| 3M | +17.2% | +19.9% | -2.7% | +9.5% |
| 6M | -34.1% | -21.6% | -12.5% | -30.1% |
| YTD | -22.4% | -44.0% | +21.7% | -9.8% |
| 1Y | -35.9% | -30.5% | -5.4% | -30.7% |
| 3Y | -3.4% | -56.8% | +53.4% | +15.9% |
| 5Y | -25.4% | -81.7% | +56.3% | +7.9% |
| All | +81.6% | +69.5% | +12.1% | +8.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling