-20.5%
SHAK vs EPAM
-81.7%
+61.2%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.4% | -2.5% |
| 7D | -0.3% | -0.9% | +0.6% | -0.1% |
| 30D | -5.2% | +18.4% | -23.6% | -9.3% |
| 3M | +27.3% | +19.2% | +8.0% | +20.6% |
| 6M | -27.9% | -21.0% | -6.9% | -24.4% |
| YTD | -17.0% | -43.7% | +26.8% | -6.3% |
| 1Y | -30.9% | -29.9% | -1.1% | -26.5% |
| 3Y | +3.4% | -56.5% | +59.9% | +19.1% |
| 5Y | -20.5% | -81.7% | +61.2% | +2.4% |
| All | -20.5% | -81.7% | +61.2% | +2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling