+3.4%
SHAK vs EPAM
-56.4%
+59.7%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.4% | -2.4% |
| 7D | -0.3% | -0.9% | +0.6% | -0.1% |
| 30D | -5.2% | +18.4% | -23.6% | -10.0% |
| 3M | +27.3% | +19.2% | +8.0% | +19.4% |
| 6M | -27.9% | -21.0% | -6.9% | -23.5% |
| YTD | -17.0% | -43.7% | +26.8% | -3.9% |
| 1Y | -30.9% | -29.9% | -1.1% | -26.0% |
| 3Y | +3.4% | -56.5% | +59.9% | +24.0% |
| All | +3.4% | -56.4% | +59.7% | +24.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling